Inequalities for Gaussian random variables under Archimedean copula dependence

DOI10.1007/S00184-019-00748-ZzbMATH Open1443.60021OpenAlexW2980255071WikidataQ127155005 ScholiaQ127155005MaRDI QIDQ2189752FDOQ2189752

Longxiang Fang, Wenyu Huang

Publication date: 16 June 2020

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-019-00748-z

zbMATH Keywords

Archimedean copulamajorizationSchur-convexGaussian random vectorsSlepian's inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Cites Work

• An introduction to copulas.
• Comparison and anti-concentration bounds for maxima of Gaussian random vectors
• Transfer bounds for linear feature learning
• Random Fields and Geometry
• Inequalities: theory of majorization and its applications
• Slepian's inequality with respect to majorization
• Ordering properties of order statistics from random variables of Archimedean copulas with applications
• Title not available (Why is that?)
• A note on Slepian's inequality based on majorization
• Stochastic comparisons on sample extremes of dependent and heterogenous observations

Cited In (3)

• Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence
• Orderings of extremes from dependent Gaussian variables with Archimedean copula under simple tree order restrictions
• Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima

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