Majorization, randomness and dependence for multivariate distributions

DOI10.1214/AOP/1176992093zbMath0657.60022OpenAlexW2031330728MaRDI QIDQ1110894

Joe, Harry

Publication date: 1987

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992093

zbMATH Keywords

majorizationmultivariate densitiesrearrangement theorems

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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