Inequalities associated with intra-inter-class correlation matrices.

DOI10.1016/S0047-259X(03)00103-9zbMath1035.62059MaRDI QIDQ1421871

Hiroshi Kurata

Publication date: 3 February 2004

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

zbMATH Keywords

MajorizationOrthogonal groupGroup-induced orderingIntra--inter-class correlationMTP2Probability inequality

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Theory of statistical experiments (62B15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (2)

Majorization for the eigenvalues of Euclidean distance matrices ⋮ Pricing CDOs with state-dependent stochastic recovery rates

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• Inequalities for a class of positively dependent random variables with a common marginal
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• Inequalities: theory of majorization and its applications

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