Developments on MTP₂ properties of absolute value multinormal variables with nonzero means.

DOI10.1007/BF02009546MaRDI QIDQ1375340zbMATH OpenOpenAlexFDO

Authors Zhaoben Fang, Taizhong Hu

Publication date 1997

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02009546

zbMATH Keywords

associationmultinormal distributionprobability inequalitiesTotal positivityTP\(_2\) stochastic ordering

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• Association of Random Variables, with Applications
• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
• scientific article; zbMATH DE number 3348831 (Why is no real title available?)
• Positive dependence of the bivariate and trivariate absolute normal, t,^2, and F distributions
• The multivariate normal distribution
• Total positivity properties of absolute value multinormal variables with applications to confidence interval estimates and related probabilistic inequalities

Cited in

(6)

• On the Simes test under dependence
• Comparison results for inactivity times of k-out-of-n and general coherent systems with dependent components
• Characterization of positively correlated squared Gaussian processes
• Multivariate totally positive of order 2 property of normal random matrix
• scientific article; zbMATH DE number 169432 (Why is no real title available?)
• M-matrices as covariance matrices of multinormal distributions

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