An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds
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Publication:453284
DOI10.3150/10-BEJ282zbMath1345.60009arXiv1007.3662MaRDI QIDQ453284
V. Papathanasiou, Nickos Papadatos, Giorgos Afendras
Publication date: 19 September 2012
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1007.3662
orthogonal polynomialscompletenessParseval identityFourier coefficientsvariance boundsRodrigues-type formuladifferences and derivatives of higher orderRodrigues inversion formulaStein-type identity
Probability distributions: general theory (60E05) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)
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