Some Stein-type inequalities for multivariate elliptical distributions and applications
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Publication:2343629
DOI10.1016/j.spl.2014.11.005zbMath1314.60068OpenAlexW2026553325MaRDI QIDQ2343629
Jing Yao, Steven Vanduffel, Zinoviy Landsman
Publication date: 6 May 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.11.005
inadmissibilitymultivariate elliptical distributionStein's lemmaChernoff-type inequalityStein-type inequality
Related Items (8)
Parametric Stein operators and variance bounds ⋮ Stein's lemma for truncated elliptical random vectors ⋮ On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality ⋮ Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences ⋮ First-order covariance inequalities via Stein's method ⋮ On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities ⋮ Stein kernels and moment maps ⋮ Relaxing the Gaussian assumption in shrinkage and SURE in high dimension
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