M-matrices as covariance matrices of multinormal distributions
From MaRDI portal
(Redirected from Publication:793463)
canonical correlationM-matricesinverse covariance matrixmultivariate normal densitiespartial correlation coefficients
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)
Recommendations
- Multivariate totally positive of order 2 property of normal random matrix
- Developments on \(\text{MTP}_2\) properties of absolute value multinormal variables with nonzero means.
- \(M\)-matrices and bounds for reliable transmission of information in communication systems and economic markets
- On matrices of random variables. General properties
- scientific article; zbMATH DE number 4026460
Cites work
- scientific article; zbMATH DE number 3136275 (Why is no real title available?)
- scientific article; zbMATH DE number 3760340 (Why is no real title available?)
- scientific article; zbMATH DE number 3770781 (Why is no real title available?)
- scientific article; zbMATH DE number 3793235 (Why is no real title available?)
- scientific article; zbMATH DE number 3591262 (Why is no real title available?)
- scientific article; zbMATH DE number 3597130 (Why is no real title available?)
- scientific article; zbMATH DE number 3437325 (Why is no real title available?)
- scientific article; zbMATH DE number 3215568 (Why is no real title available?)
- scientific article; zbMATH DE number 3225772 (Why is no real title available?)
- scientific article; zbMATH DE number 3348831 (Why is no real title available?)
- scientific article; zbMATH DE number 3390165 (Why is no real title available?)
- scientific article; zbMATH DE number 3200675 (Why is no real title available?)
- A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
- Association and probability inequalities
- Association of Random Variables, with Applications
- Association of normal random variables and Slepian's inequality
- Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
- Classes of orderings of measures and related correlation inequalities. II. Multivariate reverse rule distributions
- Correlation inequalities on some partially ordered sets
- Determinanten mit überwiegender Hauptdiagonale und die absolute Konvergenz von linearen Iterationsprozessen
- Events which are almost independent
- Identification of noisy systems
- Iterative solution of linear systems of functional equations
- NOTE ON M-MATRICES
- Negative association of random variables, with applications
- Positive dependence of the bivariate and trivariate absolute normal, t,^2, and F distributions
- Positively correlated normal variables are associated
- Schur complements and statistics
- Some matrix inequalities
- Topological proofs for certain theorems on matrices with non-negative elements
- Total positivity properties of absolute value multinormal variables with applications to confidence interval estimates and related probabilistic inequalities
Cited in
(27)- Multivariate totally positive of order 2 property of normal random matrix
- Inequalities associated with intra-inter-class correlation matrices.
- Faithfulness of probability distributions and graphs
- 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
- Positivity in linear Gaussian structural equation models
- \(M\)-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
- Maximum likelihood estimation in Gaussian models under total positivity
- On Sidorenko's conjecture for determinants and Gaussian Markov random fields
- Star graphs induce tetrad correlations: for Gaussian as well as for binary variables
- A multitest procedure for testing MTP2 for Gaussian distributions
- On the Simes test under dependence
- Convolutions of totally positive distributions with applications to kernel density estimation
- Product-Type Probability Bounds of Higher Order
- Optimal rates for estimation of two-dimensional totally positive distributions
- Locally associated graphical models and mixed convex exponential families
- Convergence of series of moments on general exponential inequality
- 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
This page was built for publication: M-matrices as covariance matrices of multinormal distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q793463)
