Variance inequalities for functions of Gaussian variables
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Publication:1345075
DOI10.1007/BF02213451zbMath0815.60018MaRDI QIDQ1345075
Christian Houdré, Abram M. Kagan
Publication date: 26 February 1995
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Related Items (22)
Parametric Stein operators and variance bounds ⋮ Error Bounds for Trapezoid Type Quadrature Rules with Applications for the Mean and Variance ⋮ The iterated jackknife estimate of variance ⋮ On infinite covariance expansions ⋮ Converse Poincaré-type inequalities for convex functions ⋮ Unified extension of variance bounds for integrated Pearson family ⋮ On extension and refinement of the Poincaré inequality ⋮ L'algèbre de Lie des gradients itérés d'un générateur markovien---développements de moyennes et entropies ⋮ Functional affine-isoperimetry and an inverse logarithmic Sobolev inequality ⋮ A refinement of the Brascamp-Lieb-Poincaré inequality in one dimension ⋮ Isoperimetric Functional Inequalities via the Maximum Principle: The Exterior Differential Systems Approach ⋮ An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds ⋮ Strengthened Chernoff-type variance bounds ⋮ Divergence for \(s\)-concave and log concave functions ⋮ A matrix variance inequality ⋮ A survey on some inequalities for expectation and variance ⋮ On Stein Identity, Chernoff Inequality, and Orthogonal Polynomials ⋮ On matrix variance inequalities ⋮ Covariance matrix inequalities for functions of beta random variables ⋮ Variance inequalities using first derivatives ⋮ Interpolation, correlation identities, and inequalities for infinitely divisible variables ⋮ Moment-Based Inference for Pearson's QuadraticqSubfamily of Distributions
Cites Work
- On an inequality of Chernoff
- Characterization of probability distributions by Poincaré-type inequalities
- 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
- On upper and lower bounds for the variance of a function of a random variable
- 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 convexity of measures
- Continuity of Solutions of Parabolic and Elliptic Equations
- On an Inequality and a Related Characterization of the Normal Distribution
- Poincaré-type inequalities via stochastic integrals
- Robust Statistics
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