On matrix variance inequalities

DOI10.1016/j.jspi.2011.05.016zbMath1221.62099arXiv1103.5447OpenAlexW1498116827MaRDI QIDQ2276194

Nickos Papadatos, Giorgos Afendras

Publication date: 1 August 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.5447

zbMATH Keywords

quadratic polynomialmatrix inequalitycumulative Ord familyintegrated Pearson family

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Inequalities; stochastic orderings (60E15)

Related Items (2)

On infinite covariance expansions ⋮ Strengthened Chernoff-type variance bounds

Cites Work

• An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds
• Matrix variance inequalities for multivariate distributions
• Covariance matrix inequalities for functions of beta random variables
• Variance bounds by a generalization of the Cauchy-Schwarz inequality
• A note on an inequality involving the normal distribution
• Variance inequalities for functions of Gaussian variables
• A matrix variance inequality
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