M-matrices as covariance matrices of multinormal distributions

DOI10.1016/0024-3795(83)80027-5zbMATH Open0538.62040OpenAlexW2062814521MaRDI QIDQ793463FDOQ793463

Authors: Samuel Karlin, Yosef Rinott 

Publication date: 1983

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(83)80027-5

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zbMATH Keywords

canonical correlationM-matricesinverse covariance matrixmultivariate normal densitiespartial correlation coefficients

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Hermitian, skew-Hermitian, and related matrices (15B57) Characterization and structure theory of statistical distributions (62E10)

Cites Work

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• NOTE ON M-MATRICES
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• Events which are almost independent
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• Determinanten mit überwiegender Hauptdiagonale und die absolute Konvergenz von linearen Iterationsprozessen
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Cited In (26)

• Multivariate totally positive of order 2 property of normal random matrix
• Inequalities associated with intra-inter-class correlation matrices.
• Estimation of positive definite \(M\)-matrices and structure learning for attractive Gaussian Markov random fields
• The geometry of gaussoids
• The role of the covariance matrix in the least-squares estimation for a common mean
• Some recent developments on majorization inequalities in probability and statistics
• One‐two dependence and probability inequalities between one‐ and two‐sided union‐intersection tests
• Issues with the Smith-Wilson method
• \(M\)-matrices and bounds for reliable transmission of information in communication systems and economic markets
• A combinatorial proof of the Gaussian product inequality beyond the \(\mathrm{MTP}_2\) case
• Total positivity order and the normal distribution
• On Sidorenko's conjecture for determinants and Gaussian Markov random fields
• Maximum likelihood estimation in Gaussian models under total positivity
• A multitest procedure for testing MTP2 for Gaussian distributions
• Star graphs induce tetrad correlations: for Gaussian as well as for binary variables
• On the Simes test under dependence
• Convolutions of totally positive distributions with applications to kernel density estimation
• Faithfulness of Probability Distributions and Graphs
• Product-Type Probability Bounds of Higher Order
• Optimal rates for estimation of two-dimensional totally positive distributions
• Convergence of series of moments on general exponential inequality
• Locally associated graphical models and mixed convex exponential families
• On the power superiority of likelihood ratio tests for restricted alternatives
• Multivariate reciprocal inverse Gaussian distributions from the Sabot-Tarrès-Zeng integral
• On positive association of absolute-valued and squared multivariate gaussians beyond \(\mathrm{MTP}_2\)
• Equivalence of Partial and Conditional Correlation Coefficients

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