Majorization and Gaussian correlation

DOI10.1016/S0167-7152(99)00064-4zbMATH Open0964.60015MaRDI QIDQ1124987FDOQ1124987

Authors: Richard A. Vitale 

Publication date: 29 November 1999

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

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

zbMATH Keywords

Gaussian correlation inequalitiesSchur majorization

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

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

Cited In (1)

• Quantitative correlation inequalities via extremal power series

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