Title of article
Gauss inequalities on ordered linear spaces
Author/Authors
Jensen، نويسنده , , D.R.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2006
Pages
14
From page
985
To page
998
Abstract
Markov inequalities on ordered linear spaces are tightened through the α -unimodality of the corresponding measures. Modality indices are studied for various induced measures, including the singular values of a random matrix and the periodogram of a time series. These tools support a detailed study of linear inference and the ordering of random matrices, to include fixed and random designs and probability bounds on their comparative efficiencies. Other applications include probability bounds on quadratic forms and of order statistics on R n , on periodograms in the analysis of time series, and on run-length distributions in multivariate statistical process control. Connections to other topics in applied probability and statistics are noted.
Keywords
? -unimodality , Linear inference , Random designs , Efficiencies , Periodograms , Hotellingיs T 2 -charts , Tightened Markov inequalities , Improved Chebyshev bounds
Journal title
Journal of Multivariate Analysis
Serial Year
2006
Journal title
Journal of Multivariate Analysis
Record number
1558411
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