A differential version of the Efron-Stein inequality: Bounding the variance of a function of an infinitely divisible variable

DOI10.1016/0167-7152(88)90034-XzbMath0664.60025OpenAlexW2091193732MaRDI QIDQ1114992

Richard A. Vitale

Publication date: 1988

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(88)90034-x

zbMATH Keywords

infinitely divisiblecharacteristic function

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characteristic functions; other transforms (60E10)

Related Items

Variance inequalities for functions of Gaussian variables ⋮ Characterizations of distributions by generalizations of variance bounds and simple proofs of the CLT ⋮ Chernoff-type inequality and variance bounds ⋮ The iterated jackknife estimate of variance ⋮ How a probabilistic analogue of the mean value theorem yields stein-type covariance identities ⋮ Lower variance bounds and a new proof of the central limit theorem ⋮ A matrix variance inequality ⋮ Interpolation, correlation identities, and inequalities for infinitely divisible variables

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