A matrix variance inequality
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Publication:1763459
DOI10.1016/j.jspi.2003.08.018zbMath1058.60013OpenAlexW2025661746MaRDI QIDQ1763459
Ingram Olkin, Lawrence A. Shepp
Publication date: 22 February 2005
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2003.08.018
Related Items (8)
On infinite covariance expansions ⋮ Strengthened Chernoff-type variance bounds ⋮ A matrix version of Chernoff inequality ⋮ Matrix variance inequalities for multivariate distributions ⋮ On Stein Identity, Chernoff Inequality, and Orthogonal Polynomials ⋮ On matrix variance inequalities ⋮ Covariance matrix inequalities for functions of beta random variables ⋮ Some Stein-type inequalities for multivariate elliptical distributions and applications
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