An inequality for the multivariate normal distribution
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Cited by:
- Barman, Kalyan & Upadhye, Neelesh S., 2022. "On Brascamp–Lieb and Poincaré type inequalities for generalized tempered stable distribution," Statistics & Probability Letters, Elsevier, vol. 189(C).
- Goodarzi, F. & Amini, M. & Mohtashami Borzadaran, G.R., 2016. "On upper bounds for the variance of functions of the inactivity time," Statistics & Probability Letters, Elsevier, vol. 117(C), pages 62-71.
- Giorgos Afendras & Vassilis Papathanasiou, 2014. "A note on a variance bound for the multinomial and the negative multinomial distribution," Naval Research Logistics (NRL), John Wiley & Sons, vol. 61(3), pages 179-183, April.
- Tang, Hsiu-Khuern & See, Chuen-Teck, 2009. "Variance inequalities using first derivatives," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1277-1281, May.
- Papadatos, N. & Papathanasiou, V., 1998. "Variational Inequalities for Arbitrary Multivariate Distributions," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 154-168, November.
- Salinelli, Ernesto, 2009. "Nonlinear principal components, II: Characterization of normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 652-660, April.
- Wei, Zhengyuan & Zhang, Xinsheng, 2008. "A matrix version of Chernoff inequality," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1823-1825, September.
- Wei, Zhengyuan & Zhang, Xinsheng, 2009. "Covariance matrix inequalities for functions of Beta random variables," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 873-879, April.
- R. Korwar, 1991. "On characterizations of distributions by mean absolute deviation and variance bounds," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(2), pages 287-295, June.
- Giorgos Afendras, 2013. "Unified extension of variance bounds for integrated Pearson family," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(4), pages 687-702, August.
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Keywords
Inequality multivariate normal distribution;Statistics
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