Matrix variance inequalities for multivariate distributions
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Publication:713725
DOI10.1016/j.stamet.2005.11.002zbMath1248.62082OpenAlexW2051959034MaRDI QIDQ713725
Publication date: 19 October 2012
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2005.11.002
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15)
Related Items (7)
On infinite covariance expansions ⋮ First-order covariance inequalities via Stein's method ⋮ Unified extension of variance bounds for integrated Pearson family ⋮ Strengthened Chernoff-type variance bounds ⋮ Eigenanalysis on a bivariate covariance kernel ⋮ On matrix variance inequalities ⋮ Covariance matrix inequalities for functions of beta random variables
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