Gauss inequalities on ordered linear spaces

D.R. Jensen

Journal of Multivariate Analysis, 2006, vol. 97, issue 4, 985-998

Abstract: Markov inequalities on ordered linear spaces are tightened through the [alpha]-unimodality of the corresponding measures. Modality indices are studied for various induced measures, including the singular values of a random matrix and the periodogram of a time series. These tools support a detailed study of linear inference and the ordering of random matrices, to include fixed and random designs and probability bounds on their comparative efficiencies. Other applications include probability bounds on quadratic forms and of order statistics on on periodograms in the analysis of time series, and on run-length distributions in multivariate statistical process control. Connections to other topics in applied probability and statistics are noted.

Keywords: Tightened; Markov; inequalities; Improved; Chebyshev; bounds; [alpha]-unimodality; Linear; inference; Random; designs; Efficiencies; Periodograms; Hotelling's; T2-charts (search for similar items in EconPapers)
Date: 2006
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