Majorization and Gaussian correlation

DOI10.1016/S0167-7152(99)00064-4MaRDI QIDQ1124987zbMATH OpenFDO

Authors Richard A. Vitale

Publication date 29 November 1999

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

zbMATH Keywords

Gaussian correlation inequalitiesSchur majorization

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Recommendations

• Gaussian correlation inequality [after Thomas Royen]
• A note on Gaussian correlation inequalities for nonsymmetric sets
• Royen’s Proof of the Gaussian Correlation Inequality
• A geometric approach to correlation inequalities in the plane
• A nonsymmetric correlation inequality for Gaussian measure

Cites work

• A Gaussian correlation inequality for symmetric convex sets
• Inequalities: theory of majorization and its applications
• On the Gaussian measure of the intersection
• Regular simplices and Gaussian samples
• Unbiasedness of invariant tests for MANOVA and other multivariate problems
• Unbiasedness of tests for homogeneity

Cited in

(1)

• Quantitative correlation inequalities via extremal power series

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