Some Majorization Inequalities in Multivariate Statistical Analysis
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Publication:3811527
DOI10.1137/1030135zbMath0662.62053OpenAlexW2091759956MaRDI QIDQ3811527
Publication date: 1988
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1030135
exchangeabilitylog-concavitymultivariate normal distributionpermutation invariancepeakednessreduction of dimensionalitymajorization inequalitieslinear combinations of chi-squared variablesintegral inequalities for geometric regionsSchur- concavity
Multivariate analysis (62H99) Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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