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High Dimensional Probability VIIIIterated Jackknives and Two-Sided Variance Inequalities

High Dimensional Probability VIII: Iterated Jackknives and Two-Sided Variance Inequalities [We consider the variance of a function of n independent random variables and provide inequalities that generalize previous results obtained for i.i.d. random variables. In particular we obtain upper and lower bounds on the variance based on iterated jackknife statistics that can be considered generalizations of the Efron–Stein inequality.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

High Dimensional Probability VIIIIterated Jackknives and Two-Sided Variance Inequalities

Part of the Progress in Probability Book Series (volume 74)
Editors: Gozlan, Nathael; Latała, Rafał; Lounici, Karim; Madiman, Mokshay
Bousquet, Olivier; Houdré, Christian
High Dimensional Probability VIII — Nov 27, 2019
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References (9)

Publisher
Springer International Publishing
Copyright
© Springer Nature Switzerland AG 2019
ISBN
978-3-030-26390-4
Pages
33 –40
DOI
10.1007/978-3-030-26391-1_4
Publisher site
See Chapter on Publisher Site

Abstract

[We consider the variance of a function of n independent random variables and provide inequalities that generalize previous results obtained for i.i.d. random variables. In particular we obtain upper and lower bounds on the variance based on iterated jackknife statistics that can be considered generalizations of the Efron–Stein inequality.]

Published: Nov 27, 2019

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