scientific article; zbMATH DE number 3793235

MaRDI QIDQ3969711zbMATH OpenFDO

Authors Erik Bølviken, Kumar Joag-Dev

Publication date 1982

zbMATH Keywords

multivariate normal distributionSlepian lemmaTP2 in pairsmonotonicity of probability of rectangular region

Mathematics Subject Classification ID

Multivariate analysis (62H99) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cited in

(2)

• Inequalities associated with intra-inter-class correlation matrices.
• M-matrices as covariance matrices of multinormal distributions

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