First-order covariance inequalities via Stein's method
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Publication:2174992
DOI10.3150/19-BEJ1182zbMath1457.60035arXiv1906.08372OpenAlexW3003272030MaRDI QIDQ2174992
Yvik Swan, Marie Ernst, Gesine D. Reinert
Publication date: 27 April 2020
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.08372
Related Items (10)
Distances between distributions via Stein's method ⋮ On Brascamp-Lieb and Poincaré type inequalities for generalized tempered stable distribution ⋮ On infinite covariance expansions ⋮ How a probabilistic analogue of the mean value theorem yields stein-type covariance identities ⋮ First-order covariance inequalities via Stein's method ⋮ Stein's density method for multivariate continuous distributions ⋮ Stein’s method and approximating the multidimensional quantum harmonic oscillator ⋮ Unnamed Item ⋮ Some inequalities for covariance with applications in statistics ⋮ New error bounds for Laplace approximationviaStein’s method
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