Inequalities for Gaussian random variables under Archimedean copula dependence (Q2189752)
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scientific article; zbMATH DE number 7212469
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| English | Inequalities for Gaussian random variables under Archimedean copula dependence |
scientific article; zbMATH DE number 7212469 |
Statements
Inequalities for Gaussian random variables under Archimedean copula dependence (English)
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16 June 2020
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Slepian's inequality
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Gaussian random vectors
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majorization
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Schur-convex
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Archimedean copula
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0.90551865
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0.89727795
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0.89661455
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0.89176816
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0.89112407
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0.8903159
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0.8889627
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