dc.contributor.author | Afendras, Georgios | en |
dc.contributor.author | Papadatos, Nickos | en |
dc.contributor.author | Papathanasiou, Vassilis | en |
dc.creator | Afendras, Georgios | en |
dc.creator | Papadatos, Nickos | en |
dc.creator | Papathanasiou, Vassilis | en |
dc.date.accessioned | 2019-12-02T10:33:19Z | |
dc.date.available | 2019-12-02T10:33:19Z | |
dc.date.issued | 2011 | |
dc.identifier.issn | 1350-7265 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/56344 | |
dc.description.abstract | For an absolutely continuous (integer-valued) r.v. X of the Pearson (Ord) family, we show that, under natural moment conditions, a Stein-type covariance identity of order k holds (cf. [Goldstein and Reinert, J. Theoret. Probab. 18 (2005) 237-260]). This identity is closely related to the corresponding sequence of orthogonal polynomials, obtained by a Rodrigues-type formula, and provides convenient expressions for the Fourier coefficients of an arbitrary function. Application of the covariance identity yields some novel expressions for the corresponding lower variance bounds for a function of the r.v. X, expressions that seem to be known only in particular cases (for the Normal, see [Houdré and Kagan, J. Theoret. Probab. 8 (1995) 23-30] | en |
dc.description.abstract | see also [Houdré and Pérez-Abreu, Ann. Probab. 23 (1995) 400-419] for corresponding results related to the Wiener and Poisson processes). Some applications are also given. © 2011 ISI/BS. | en |
dc.source | Bernoulli | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-79953877267&doi=10.3150%2f10-BEJ282&partnerID=40&md5=9c2b541263964a96661aaa61edb31821 | |
dc.subject | Completeness | en |
dc.subject | Differences and derivatives of higher order | en |
dc.subject | Fourier coefficients | en |
dc.subject | Orthogonal polynomials | en |
dc.subject | Parseval identity | en |
dc.subject | Rodrigues inversion formula | en |
dc.subject | Rodrigues-type formula | en |
dc.subject | Stein-type identity | en |
dc.subject | Variance bounds | en |
dc.title | An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.3150/10-BEJ282 | |
dc.description.volume | 17 | |
dc.description.issue | 2 | |
dc.description.startingpage | 507 | |
dc.description.endingpage | 529 | |
dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
dc.type.uhtype | Article | en |
dc.description.notes | <p>Cited By :13</p> | en |
dc.source.abbreviation | Bernoulli | en |