IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v123y2017icp84-87.html
   My bibliography  Save this article

A reverse Gaussian correlation inequality by adding cones

Author

Listed:
  • Chen, Xiaohong
  • Gao, Fuchang

Abstract

Let γ denote any centered Gaussian measure on Rd. It is proved that for any closed convex sets A and B in Rd, and any closed convex cones C and D in Rd, if D⊇C∘, where C∘ is the polar cone of C, then γ((A+C)∩(B+D))≤γ(A+C)⋅γ(B+D), and γ((A+C)∩(B−D))≥γ(A+C)⋅γ(B−D). As an application, this new inequality is used to bound the asymptotic posterior distributions of likelihood ratio statistics for convex cones.

Suggested Citation

  • Chen, Xiaohong & Gao, Fuchang, 2017. "A reverse Gaussian correlation inequality by adding cones," Statistics & Probability Letters, Elsevier, vol. 123(C), pages 84-87.
    • Handle: RePEc:eee:stapro:v:123:y:2017:i:c:p:84-87
    DOI: 10.1016/j.spl.2016.11.031
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S016771521630284X
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spl.2016.11.031?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "MCMC Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037, Cowles Foundation for Research in Economics, Yale University.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2018. "Monte Carlo Confidence Sets for Identified Sets," Econometrica, Econometric Society, vol. 86(6), pages 1965-2018, November.
    2. Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2017. "Monte Carlo confidence sets for identified sets," CeMMAP working papers 43/17, Institute for Fiscal Studies.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. JoonHwan Cho & Thomas M. Russell, 2018. "Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments," Papers 1810.03180, arXiv.org, revised May 2023.
    2. Francis J. DiTraglia & Camilo Garcia-Jimeno, 2020. "A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models," Papers 2011.07276, arXiv.org.
    3. Andreas Tryphonides, 2019. "Qualitative Surveys And Margins Of Adjustment In Heterogeneous Agent Economies," 2019 Meeting Papers 1415, Society for Economic Dynamics.
    4. Jiang, Wenxin, 2017. "On limiting distribution of quasi-posteriors under partial identification," Econometrics and Statistics, Elsevier, vol. 3(C), pages 60-72.
    5. Hsieh, Yu-Wei & Shi, Xiaoxia & Shum, Matthew, 2022. "Inference on estimators defined by mathematical programming," Journal of Econometrics, Elsevier, vol. 226(2), pages 248-268.
    6. Liu, Xiaobin & Li, Yong & Yu, Jun & Zeng, Tao, 2022. "Posterior-based Wald-type statistics for hypothesis testing," Journal of Econometrics, Elsevier, vol. 230(1), pages 83-113.
    7. Andreas Tryphonides, 2017. "Set Identified Dynamic Economies and Robustness to Misspecification," Papers 1712.03675, arXiv.org, revised Jan 2018.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:123:y:2017:i:c:p:84-87. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.