Lower variance bounds and a new proof of the central limit theorem

Lower variance bounds are derived for functions of a random vector X, thus extending previous results. Moreover, the w-function associated X is shown to characterize its distribution, and a special application shows the multivariate central limit theorem.

MoreLess

Year of publication:	1992
Authors:	Cacoullos, T. ; Papathanasiou, V.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 43.1992, 2, p. 173-184
Publisher:	Elsevier
Subject:	Variance inequalities Stein's identity CLT

More details

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005006473