An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds

G. Afendras; N. Papadatos; V. Papathanasiou

doi:10.3150/10-bej282

An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds

Bernoulli ◽

10.3150/10-bej282 ◽

2011 ◽

Vol 17 (2) ◽

pp. 507-529 ◽

Cited By ~ 11

Author(s):

G. Afendras ◽

N. Papadatos ◽

V. Papathanasiou

Keyword(s):

Variance Bounds ◽

Pearson Family

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Unified extension of variance bounds for integrated Pearson family

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-012-0388-3 ◽

2012 ◽

Vol 65 (4) ◽

pp. 687-702 ◽

Cited By ~ 2

Author(s):

Giorgos Afendras

Keyword(s):

Variance Bounds ◽

Pearson Family

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Variance Bounds for Functions of Unimodal Random Variable

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2012.718842 ◽

2014 ◽

pp. 00-00 ◽

Cited By ~ 1

Author(s):

Guoqing Liu ◽

Wenbo V. Li

Keyword(s):

Random Variable ◽

Variance Bounds

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Variance bounds for a class of biochemical reactions with bursts using a discrete expansion

2020 59th IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc42340.2020.9304384 ◽

2020 ◽

Author(s):

Giovanni Pugliese Carratelli ◽

Ioannis Lestas

Keyword(s):

Biochemical Reactions ◽

Variance Bounds

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On characterizations of distributions by mean absolute deviation and variance bounds

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf00118636 ◽

1991 ◽

Vol 43 (2) ◽

pp. 287-295 ◽

Cited By ~ 9

Author(s):

R. M. Korwar

Keyword(s):

Mean Absolute Deviation ◽

Variance Bounds ◽

Absolute Deviation

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Minimum variance bounds for overparameterized models

IEEE Transactions on Automatic Control ◽

10.1109/9.489209 ◽

1996 ◽

Vol 41 (5) ◽

pp. 719-720 ◽

Cited By ~ 10

Author(s):

R. Pintelon ◽

J. Schoukens ◽

T. McKelvey ◽

Y. Rolain

Keyword(s):

Minimum Variance ◽

Variance Bounds

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Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence

SSRN Electronic Journal ◽

10.2139/ssrn.666164 ◽

2005 ◽

Author(s):

Fousseni Chabi-Yo

Keyword(s):

Higher Order ◽

Variance Bounds ◽

Higher Order Moments ◽

Conditioning Information ◽

Pricing Kernels

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Non asymptotic variance bounds and deviation inequalities by optimal transport

Electronic Journal of Probability ◽

10.1214/19-ejp265 ◽

2019 ◽

Vol 24 (0) ◽

Cited By ~ 1

Author(s):

Kevin Tanguy

Keyword(s):

Optimal Transport ◽

Asymptotic Variance ◽

Variance Bounds ◽

Deviation Inequalities

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Qualms About the Linearized Expectations Hypothesis and Variance-Bounds Studies of the Interest Rate Term Structure

Lecture Notes in Economics and Mathematical Systems - Econometric Decision Models ◽

10.1007/978-3-642-51675-7_18 ◽

1991 ◽

pp. 305-319 ◽

Cited By ~ 1

Author(s):

Gary S. Shea

Keyword(s):

Interest Rate ◽

Term Structure ◽

Variance Bounds ◽

Expectations Hypothesis ◽

Interest Rate Term Structure ◽

The Interest Rate

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PEARSON FAMILY TREE

Washington Merry-Go-Round ◽

10.2307/j.ctt1d9nhmm.19 ◽

2017 ◽

pp. 705-706

Keyword(s):

Family Tree ◽

Pearson Family

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On shift variance bounds in multi-channel filter banks

2012 IEEE International Symposium on Circuits and Systems ◽

10.1109/iscas.2012.6271763 ◽

2012 ◽

Author(s):

Li Chai ◽

Qing-Long Han ◽

Jingxin Zhang

Keyword(s):

Filter Banks ◽

Variance Bounds ◽

Channel Filter

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