Partial stochastic dominance for the multivariate Gaussian distribution
type: Item
instance of: scholarly article
title: Partial stochastic dominance for the multivariate Gaussian distribution
zbMATH Open document ID: 1328.60055
author: J. Whitehead
author: Amanda G. Turner
published in: Statistics \& Probability Letters
publication date: 2015-11-23T00:00:00Z
full work available at URL: https://arxiv.org/abs/1407.0936
full work available at URL: TurnerWhiteheadRevised.pdf
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 62E17
Mathematics Subject Classification ID: 62G30
zbMATH DE Number: 6512865
zbMATH Keywords: Gaussian comparison inequalities
zbMATH Keywords: stochastic dominance
zbMATH Keywords: multivariate normal distribution
zbMATH Keywords: positive intraclass correlation coefficient
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2951768788
arXiv ID: 1407.0936
cites work: Q3997990
cites work: Q4841584
cites work: An asymptotic expansion for a class of multivariate normal integrals
cites work: Some Inequalities on Mill's Ratio and Related Functions
DOI: 10.1016/J.SPL.2015.04.018
description: scientific article