Multivariate totally positive of order 2 property of normal random matrix

MaRDI QIDQ2886815zbMATH OpenFDO

Authors Yueyan Shi, Ying Mi, Shuyou Li

Publication date 1 June 2012

Published in Journal of Northeast Normal University. Natural Science Edition (Search for Journal in Brave)

zbMATH Keywords

M-matrixMultivariate totally positive of order 2normal random matrix

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Analysis of variance and covariance (ANOVA) (62J10)

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Cited in

(2)

• Developments on \(\text{MTP}_2\) properties of absolute value multinormal variables with nonzero means.
• M-matrices as covariance matrices of multinormal distributions

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