The multivariate normal distribution
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Publication:1188605
zbMath0689.62036MaRDI QIDQ1188605
Publication date: 17 September 1992
Published in: Springer Series in Statistics (Search for Journal in Brave)
tablesorder statisticscharacterizationspositive dependencebibliographyexchangeabilitymoment inequalitiesprincipal componentsmultivariate t distributionmultivariate normal distributionsdependence structurecorrelation analysiselliptically contoured distributionspercentage pointsSchur concavityprobability integralsordered componentsarrangement increasing propertiesgeneralizations of total positivity
Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Probability distributions: general theory (60E05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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