Monotonicity of the Variance Under Truncation and Variations of Jensen's Inequality
From MaRDI portal
Publication:5604319
DOI10.1214/aoms/1177697619zbMath0204.53102OpenAlexW1997483036MaRDI QIDQ5604319
William J. Studden, Yuan-Shih Chow
Publication date: 1969
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177697619
Related Items
A law of the iterated logarithm for martingales, TRANSFER FUNCTION ESTIMATION, A simple comparison of two sequences of probabilities, On uniform integrability and asymptotically risk-efficient sequential estimation, On the limiting behavior of normed sums of independent random variables, Convergence rates in the law of the iterated logarithm for negatively associated random variables with multidimensional indices, Sequential estimation in regression models using analogues of trimmed means, Moment inequalities for order statistics from ordered families of distributions, A law of the iterated logarithm for geometrically weighted martingale difference sequences, Truncating sample weights reduces variance, A renewal theorem and its applications to some sequential procedures