Variance inequalities for quadratic forms with applications
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Abstract: We obtain variance inequalities for quadratic forms of weakly dependent random variables with bounded fourth moments. We also discuss two application. Namely, we use these inequalities for deriving the limiting spectral distribution of a random matrix and estimating the long-run variance of a stationary time series.
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Cited in
(16)- A note on the variance of a quadratic form connected with random variables
- Limiting spectral distribution for large sample covariance matrices with graph-dependent elements
- On Sufficient Conditions in the Marchenko--Pastur Theorem
- High-dimensional MANOVA under weak conditions
- A generalized correlated \(C_p\) criterion for derivative estimation with dependent errors
- On variance function estimation with quadratic forms
- Inequalities for moments of quadratic forms with applications to a.s. convergence
- A note on moment inequality for quadratic forms
- On the spectrum of sample covariance matrices for time series
- Sharp Variance-Entropy Comparison for Nonnegative Gaussian Quadratic Forms
- LLN for quadratic forms of long memory time series and its applications in random matrix theory
- Testing Linearity for Network Autoregressive Models
- Variance Laplacian: Quadratic Forms in Statistics
- Marchenko-Pastur law for a random tensor model
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- Flexible results for quadratic forms with applications to variance components estimation
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