Some Majorization Inequalities in Multivariate Statistical Analysis

DOI10.1137/1030135zbMath0662.62053OpenAlexW2091759956MaRDI QIDQ3811527

Y. L. Tong

Publication date: 1988

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1030135

zbMATH Keywords

exchangeabilitylog-concavitymultivariate normal distributionpermutation invariancepeakednessreduction of dimensionalitymajorization inequalitieslinear combinations of chi-squared variablesintegral inequalities for geometric regionsSchur- concavity

Mathematics Subject Classification ID

Multivariate analysis (62H99) Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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The Kantorovich inequality for error analysis of the Kalman filter with unknown noise distributions ⋮ Dispersive ordering-some applications and examples ⋮ Some inequalities of linear combinations of independent random variables. II ⋮ ON ORDERINGS BETWEEN WEIGHTED SUMS OF RANDOM VARIABLES ⋮ On the mean residual life order of convolutions of independent uniform random variables ⋮ Dispersive ordering among linear combinations of uniform random variables ⋮ The Schur concavity, Schur multiplicative and harmonic convexities of the second dual form of the Hamy symmetric function with applications

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