On matrix variance inequalities
Methodology
2016-11-18 v1
Abstract
Olkin and Shepp (2005, J. Statist. Plann. Inference, vol. 130, pp. 351--358) presented a matrix form of Chernoff's inequality for Normal and Gamma (univariate) distributions. We extend and generalize this result, proving Poincare-type and Bessel-type inequalities, for matrices of arbitrary order and for a large class of distributions.
Cite
@article{arxiv.1103.5447,
title = {On matrix variance inequalities},
author = {G. Afendras and N. Papadatos},
journal= {arXiv preprint arXiv:1103.5447},
year = {2016}
}
Comments
7 pages, submitted for publication