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

Bernoulli

Volumn 17, Issue 2, 2011, Pages 507-529

  Afendras, G ^a   Papadatos, N ^b   Papathanasiou, V ^b  

^a UNIVERSITY OF CYPRUS   (Cyprus)

^b UNIVERSITY OF ATHENS   (Greece)

Author keywords

Completeness; Differences and derivatives of higher order; Fourier coefficients; Orthogonal polynomials; Parseval identity; Rodrigues inversion formula; Rodrigues type formula; Stein type identity; Variance bounds

Indexed keywords

EID: 79953877267     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/10-BEJ282     Document Type: Article

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