A differential version of the Efron-Stein inequality: bounding the variance of a function of an infinitely divisible variable

Richard A. Vitale

Statistics & Probability Letters, 1988, vol. 7, issue 2, 105-112

Abstract: Upon a suitable passage to the limit, the Efron-Stein inequality produces a general variance bound for an absolutely continuous function of an infinitely divisible variable. A necessary and sufficient condition for attainment of the bound is also given.

Keywords: Efron-Stein; inequality; infinite; divisibility; jackknife; Lévy-Khinchine; representation; Poincare; inequality; Sobolev; inequality; symmetric; statistics; Wirtinger; inequality (search for similar items in EconPapers)
Date: 1988
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