Majorants and minorants for elliptical measures on R^ k

DOI10.1006/JMVA.1993.1083zbMATH Open0811.62055OpenAlexW2029469724MaRDI QIDQ1321985FDOQ1321985

Authors: Donald R. Jensen 

Publication date: 6 June 1994

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1083

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zbMATH Keywords

envelopesquadratic formsmajorantstochastic boundsminorantelliptically contoured measurespeakedness ordering of measuresballistic systems

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistical distribution theory (62E99)

Cited In (2)

• Ordering Ellipsoidal Measures: Scale and Peakedness Orderings
• Bounds on Mahalanobis norms and their applications

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