Variance and covariance inequalities for truncated joint normal distribution via monotone likelihood ratio and log-concavity (Q2350048)
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English | Variance and covariance inequalities for truncated joint normal distribution via monotone likelihood ratio and log-concavity |
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Variance and covariance inequalities for truncated joint normal distribution via monotone likelihood ratio and log-concavity (English)
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18 June 2015
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chi-square distribution
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covariance matrix reconstruction
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positive linear combination
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stochastic ordering
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