On matrix variance inequalities
Date
2011Author
Afendras, GeorgiosPapadatos, Nickos
Source
Journal of Statistical Planning and InferenceVolume
141Issue
11Pages
3628-3631Google Scholar check
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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 this result, proving Poincaré-type and Bessel-type inequalities, for matrices of arbitrary order and for a large class of distributions. © 2011.