Inequalities for a class of positively dependent random variables with a common marginal

DOI10.1214/AOS/1176347026zbMath0679.60025OpenAlexW2032940544MaRDI QIDQ1822826

Y. L. Tong

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1214/aos/1176347026

zbMATH Keywords

positively dependent random variablescommon marginal distribution

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (9)

Comparison of experiments via a group majorization ordering ⋮ Supermodular stochastic orders and positive dependence of random vectors ⋮ The role of the covariance matrix in the least-squares estimation for a common mean ⋮ Modeling and Comparing Dependencies in Multivariate Risk Portfolios ⋮ Supermodular and directionally convex comparison results for general factor models ⋮ Inequalities associated with intra-inter-class correlation matrices. ⋮ Generalizing Simes' test and Hochberg's stepup procedure ⋮ Positive dependence of random variables with a common marginal distribution ⋮ Some recent developments on majorization inequalities in probability and statistics

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