Browsing by Subject "Matrix inequality"

Now showing items 1-1 of 1

    • Article  

      On matrix variance inequalities 

      Afendras, Georgios; Papadatos, Nickos (2011)
      Olkin and Shepp [2005, A matrix variance inequality. J. Statist. Plann. Inference 130, 351-358] presented a matrix form of Chernoff's inequality for Normal and Gamma (univariate) distributions. We extend and generalize ...