Total positivity order and the normal distribution

DOI10.1016/j.jmva.2005.07.008zbMath1094.60011OpenAlexW1996521170MaRDI QIDQ2493141

Yosef Rinott, Marco Scarsini

Publication date: 9 June 2006

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.07.008

zbMATH Keywords

likelihood ratio order\(M\)-matricesFKG conditionaffiliationMTP\(_{2}\)

Mathematics Subject Classification ID

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

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Cites Work

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• M-matrices as covariance matrices of multinormal distributions
• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• The multivariate normal distribution
• Correlation inequalities on some partially ordered sets
• The TP\(_{2}\) ordering of Kimeldorf and Sampson has the normal-agreeing property
• Positive dependence orderings
• Multivariate monotone likelihood ratio and uniform conditional stochastic order
• A Theory of Auctions and Competitive Bidding

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