Covariance matrix inequalities for functions of beta random variables
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Publication:1012212
DOI10.1016/j.spl.2008.11.012zbMath1165.60312OpenAlexW2040807005MaRDI QIDQ1012212
Zhengyuan Wei, Xin Sheng Zhang
Publication date: 15 April 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.11.012
Related Items (4)
On infinite covariance expansions ⋮ Unified extension of variance bounds for integrated Pearson family ⋮ Strengthened Chernoff-type variance bounds ⋮ On matrix variance inequalities
Cites Work
- Matrix variance inequalities for multivariate distributions
- On an inequality of Chernoff
- A note on an inequality involving the normal distribution
- An inequality for the multivariate normal distribution
- On upper and lower bounds for the variance of a function of a random variable
- Siegel's formula via Stein's identities
- Variance inequalities for functions of Gaussian variables
- A matrix variance inequality
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