Comparison inequalities for one sided normal probabilities

DOI10.1007/s10959-009-0248-0zbMath1181.60026OpenAlexW2022082787MaRDI QIDQ1047166

Liqing Yan

Publication date: 4 January 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-009-0248-0

zbMATH Keywords

multivariate normalitycomparison inequalities

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Brownian motion (60J65)

Related Items (4)

Some new normal comparison inequalities related to Gordon's inequality ⋮ Stochastic orderings of multivariate elliptical distributions ⋮ Comparison Inequalities for Order Statistics of Gaussian Arrays ⋮ Comparison and anti-concentration bounds for maxima of Gaussian random vectors

Cites Work

• Unnamed Item
• Extremes and related properties of random sequences and processes
• Some inequalities for Gaussian processes and applications
• A normal comparison inequality and its applications

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