Concentration inequalities for multivariate distributions. I: Multivariate normal distributions

DOI10.1016/0167-7152(91)90004-BMaRDI QIDQ1186631zbMATH OpenOpenAlexFDO

Authors Morris L. Eaton, Michael D. Perlman

Publication date 28 June 1992

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(91)90004-b

zbMATH Keywords

invariancecovariance matricesnon-convex setsconvex setscounterexamplespositive definite covariance matrixefficiency comparisonsp-variate normal distributiongroup of orthogonal transformationssymmetry conditionconvolution inequalitiesmultivariate concentration inequalitiesprobabilities of multivariate regions

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15)

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• A Spherical Surface Measure Inequality for Convex Sets
• Concentration inequalities for Gauss-Markov estimators
• Concentration inequalities for multivariate distributions. II: Elliptically contoured distributions
• Generating \(\mathcal O(n)\) with reflections
• Inequalities: theory of majorization and its applications
• Invariant normal models
• Linear Statistical Inference and its Applications
• Majorization in multivariate distributions
• Reflection groups, generalized Schur functions, and the geometry of majorization
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• The integral of an invariant unimodal function over an invariant convex set—an inequality and applications

Cited in

(12)

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• Multivariate process capability via Löwner ordering
• Shape optimal design criterion in linear models
• A multivariate dispersion ordering based on quantiles more widely separated
• Median balls: An extension of the interquantile intervals to multivariate distributions
• Some inequalities for symmetric convex sets with applications
• Descriptive concentration between two multivariate distributions and extension to pairs of normalized measures
• Multivariate dispersion orderings
• scientific article; zbMATH DE number 125961 (Why is no real title available?)
• Concentration inequalities for multivariate distributions. II: Elliptically contoured distributions
• Subgroup majorization.

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