Characterization of dependence concepts in normal distributions
From MaRDI portal
Publication:1159420
DOI10.1007/BF02480946zbMath0475.62038MaRDI QIDQ1159420
Publication date: 1981
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
stochastic order; stochastic dependence; negative orthant dependence; simultaneous confidence bounds; likelihood ratio dependence; association dependence; positive orthant dependence
62H10: Multivariate distribution of statistics
62H99: Multivariate analysis
62H05: Characterization and structure theory for multivariate probability distributions; copulas
62E99: Statistical distribution theory
Related Items
Cites Work
- Nonnegative factorization of positive semidefinite nonnegative matrices
- Factorization of symmetric M-matrices
- A note on C. G. Khatri's and A. Scott's papers on multivariate normal distributions
- Positive dependence of the bivariate and trivariate absolute normal, \(t,\chi^2\), and \(F\) distributions
- Association and probability inequalities
- Events which are almost independent
- Estimation of the Means of Dependent Variables
- A Survey onM-Matrices
- Some Concepts of Dependence
- A Note on Conservative Confidence Regions for the Mean of a Multivariate Normal
- On Certain Inequalities for Normal Distributions and their Applications to Simultaneous Confidence Bounds
- Association of Random Variables, with Applications
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
