Variance inequalities for functions of Gaussian variables
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Cites work
- A differential version of the Efron-Stein inequality: Bounding the variance of a function of an infinitely divisible variable
- A note on an inequality involving the normal distribution
- An inequality for the multivariate normal distribution
- Characterization of probability distributions by Poincaré-type inequalities
- Continuity of Solutions of Parabolic and Elliptic Equations
- scientific article; zbMATH DE number 3246461 (Why is no real title available?)
- scientific article; zbMATH DE number 3348831 (Why is no real title available?)
- On an Inequality and a Related Characterization of the Normal Distribution
- On an inequality of Chernoff
- On convexity of measures
- On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
- On upper and lower bounds for the variance of a function of a random variable
- Poincaré-type inequalities via stochastic integrals
- Robust Statistics
Cited in
(32)- Covariance matrix inequalities for functions of beta random variables
- Variance inequalities using first derivatives
- A -entropy contraction inequality for Gaussian vectors
- Variance bounds by a generalization of the Cauchy-Schwarz inequality
- Interpolation, correlation identities, and inequalities for infinitely divisible variables
- The iterated jackknife estimate of variance
- Converse Poincaré-type inequalities for convex functions
- A matrix variance inequality
- On extension and refinement of the Poincaré inequality
- Total variation bounds for Gaussian functionals
- On matrix variance inequalities
- A refinement of the Brascamp-Lieb-Poincaré inequality in one dimension
- Strengthened Chernoff-type variance bounds
- Divergence for \(s\)-concave and log concave functions
- On certain exponential regularity for Gaussian processes
- A survey on some inequalities for expectation and variance
- On Stein identity, Chernoff inequality, and orthogonal polynomials
- Moment-based inference for Pearson's quadratic q subfamily of distributions
- Error Bounds for Trapezoid Type Quadrature Rules with Applications for the Mean and Variance
- Parametric Stein operators and variance bounds
- Unified extension of variance bounds for integrated Pearson family
- Functional affine-isoperimetry and an inverse logarithmic Sobolev inequality
- scientific article; zbMATH DE number 1223598 (Why is no real title available?)
- scientific article; zbMATH DE number 1342359 (Why is no real title available?)
- scientific article; zbMATH DE number 1537930 (Why is no real title available?)
- An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds
- Isoperimetric functional inequalities via the maximum principle: the exterior differential systems approach
- L'algèbre de Lie des gradients itérés d'un générateur markovien---développements de moyennes et entropies
- Note on the multidimensional Gebelein inequality
- On infinite covariance expansions
- A variance-sensitive Gaussian concentration inequality
- Extension and refinement of spectral gap inequalities for Laguerre and uniform measures
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