Some Majorization Inequalities in Multivariate Statistical Analysis

DOI10.1137/1030135zbMath0662.62053MaRDI 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

exchangeability; log-concavity; multivariate normal distribution; permutation invariance; peakedness; reduction of dimensionality; majorization inequalities; linear combinations of chi-squared variables; integral inequalities for geometric regions; Schur- concavity

Mathematics Subject Classification ID

62H99: Multivariate analysis

60E15: Inequalities; stochastic orderings

62H05: Characterization and structure theory for multivariate probability distributions; copulas

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