Variance and covariance inequalities for truncated joint normal distribution via monotone likelihood ratio and log-concavity (Q2350048)

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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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