Can the bounds in the multivariate Chebyshev inequality be attained?

Chebyshev’s inequality was recently extended to the multivariate case. In this paper we prove that the bounds in the multivariate Chebyshev’s inequality for random vectors can be attained in the limit. Hence, these bounds are the best possible bounds for this kind of regions.

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Year of publication:	2014
Authors:	Navarro, Jorge
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 91.2014, C, p. 1-5
Publisher:	Elsevier
Subject:	Chebyshev (Tchebysheff) inequality \| Mahalanobis distance \| Principal components \| Ellipsoid

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010776527