M-matrices as covariance matrices of multinormal distributions
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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)
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- 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, \(t,\chi^2\), 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
(26)- Estimation of positive definite \(M\)-matrices and structure learning for attractive Gaussian Markov random fields
- Convolutions of totally positive distributions with applications to kernel density estimation
- The role of the covariance matrix in the least-squares estimation for a common mean
- Convergence of series of moments on general exponential inequality
- One‐two dependence and probability inequalities between one‐ and two‐sided union‐intersection tests
- On the power superiority of likelihood ratio tests for restricted alternatives
- Product-Type Probability Bounds of Higher Order
- Issues with the Smith-Wilson method
- A combinatorial proof of the Gaussian product inequality beyond the \(\mathrm{MTP}_2\) case
- Total positivity order and the normal distribution
- Some recent developments on majorization inequalities in probability and statistics
- On Sidorenko's conjecture for determinants and Gaussian Markov random fields
- The geometry of gaussoids
- \(M\)-matrices and bounds for reliable transmission of information in communication systems and economic markets
- Multivariate reciprocal inverse Gaussian distributions from the Sabot-Tarrès-Zeng integral
- A multitest procedure for testing MTP2 for Gaussian distributions
- Locally associated graphical models and mixed convex exponential families
- Star graphs induce tetrad correlations: for Gaussian as well as for binary variables
- Multivariate totally positive of order 2 property of normal random matrix
- On positive association of absolute-valued and squared multivariate gaussians beyond \(\mathrm{MTP}_2\)
- On the Simes test under dependence
- Inequalities associated with intra-inter-class correlation matrices.
- Optimal rates for estimation of two-dimensional totally positive distributions
- Equivalence of Partial and Conditional Correlation Coefficients
- Faithfulness of probability distributions and graphs
- Maximum likelihood estimation in Gaussian models under total positivity
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