The multivariate normal distribution

zbMath0689.62036MaRDI QIDQ1188605

Publication date: 17 September 1992

Published in: Springer Series in Statistics (Search for Journal in Brave)

tables order statistics characterizations positive dependence bibliography exchangeability moment inequalities principal components multivariate t distribution multivariate normal distributions dependence structure correlation analysis elliptically contoured distributions percentage points Schur concavity probability integrals ordered components arrangement increasing properties generalizations of total positivity

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Probability distributions: general theory (60E05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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