A reverse Gaussian correlation inequality by adding cones

DOI10.1016/j.spl.2016.11.031zbMath1416.60035OpenAlexW2562612709MaRDI QIDQ511553

Fuchang Gao, Xiaohong Chen

Publication date: 21 February 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.11.031

zbMATH Keywords

likelihood ratioconvex coneconvex setposterior distributionGaussian measurechi-bar distribution

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15)

Cites Work

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• Royen’s Proof of the Gaussian Correlation Inequality
• On Certain Inequalities for Normal Distributions and their Applications to Simultaneous Confidence Bounds
• Rectangular Confidence Regions for the Means of Multivariate Normal Distributions

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