Extended generalised variances, with applications

DOI10.3150/16-BEJ821zbMath1390.60079arXiv1411.6428OpenAlexW2342860571WikidataQ61855710 ScholiaQ61855710MaRDI QIDQ2405118

Luc Pronzato, Anatoly A. Zhigljavsky, Henry P. Wynn

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.6428

zbMATH Keywords

dispersionoptimal designquadratic entropymaximum-dispersion measure

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

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Geometrical Bounds for Variance and Recentered Moments ⋮ Bregman divergences based on optimal design criteria and simplicial measures of dispersion ⋮ Polynomial whitening for high-dimensional data ⋮ Simplicial variances, potentials and Mahalanobis distances

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