Title of article
On matrix variance inequalities
Author/Authors
Evangelos A. Afendras، نويسنده , , G. and Papadatos، نويسنده , , N.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
4
From page
3628
To page
3631
Abstract
Olkin and Shepp [2005, A matrix variance inequality. J. Statist. Plann. Inference 130, 351–358] presented a matrix form of Chernoffʹs inequality for Normal and Gamma (univariate) distributions. We extend and generalize this result, proving Poincaré-type and Bessel-type inequalities, for matrices of arbitrary order and for a large class of distributions.
Keywords
Integrated Pearson family , Quadratic polynomial , Cumulative Ord family , Matrix inequality
Journal title
Journal of Statistical Planning and Inference
Serial Year
2011
Journal title
Journal of Statistical Planning and Inference
Record number
2221638
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