Association and infinite divisibility for the Wishart distribution and its diagonal marginals

DOI10.1016/0047-259X(91)90057-9zbMath0719.62063MaRDI QIDQ2640281

Steven N. Evans

Publication date: 1991

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

zbMATH Keywords

infinite divisibilityassociationGaussian vectorsadditive semigroup of nonnegative definite matricescentral Wishart matrixcentral Wishart matrix with one degree of freedom

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Infinitely divisible distributions; stable distributions (60E07) Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (5)

The diagonal multivariate natural exponential families and their classification ⋮ Erratum to: ``Characterization of positively correlated squared Gaussian processes ⋮ On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos ⋮ Characterization of positively correlated squared Gaussian processes ⋮ A characterization of the infinitely divisible squared Gaussian processes

Cites Work

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• Association of probability measures on partially ordered spaces
• Total positivity properties of absolute value multinormal variables with applications to confidence interval estimates and related probabilistic inequalities
• Positively correlated normal variables are associated
• On the structure of the Wishart distribution
• Association and random measures
• Bessel diffusions as a one-parameter family of diffusion processes
• Some Concepts of Dependence
• Association of Random Variables, with Applications

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