M-matrices as covariance matrices of multinormal distributions

DOI10.1016/0024-3795(83)80027-5zbMath0538.62040MaRDI QIDQ793463

Yosef Rinott, Samuel Karlin

Publication date: 1983

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(83)80027-5

zbMATH Keywords

canonical correlation; M-matrices; inverse covariance matrix; multivariate normal densities; partial correlation coefficients

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62E10: Characterization and structure theory of statistical distributions

15B57: Hermitian, skew-Hermitian, and related matrices

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On the power superiority of likelihood ratio tests for restricted alternatives, \(M\)-matrices and bounds for reliable transmission of information in communication systems and economic markets, Some recent developments on majorization inequalities in probability and statistics, The role of the covariance matrix in the least-squares estimation for a common mean, Inequalities associated with intra-inter-class correlation matrices., Total positivity order and the normal distribution, Product-Type Probability Bounds of Higher Order

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