Hessian orders and multinormal distributions

DOI10.1016/j.jmva.2009.03.009zbMath1177.60020OpenAlexW2089534326MaRDI QIDQ1036796

Alessandro Arlotto, Marco Scarsini

Publication date: 13 November 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.03.009

zbMATH Keywords

convex conesdual spacemultivariate normal distributioncompletely positive orderHessian orders

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Positive matrices and their generalizations; cones of matrices (15B48) Convexity of real functions of several variables, generalizations (26B25)

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