Lower bounds on multivariate distributions with preassigned marginals

DOI10.1214/LNMS/1215461953MaRDI QIDQ1624512zbMATH OpenOpenAlexFDO

Authors J. P. Seeger, Samuel Kotz

Publication date 16 November 2018

Full work available at URL https://projecteuclid.org/euclid.lnms/1215461953

zbMATH Keywords

dependencefixed marginalsFréchet boundsmoment of inertiamultivariate dependencemultivariate normal distributionstochastic dependence

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Multivariate analysis (62H99)

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