Positive dependence properties of elliptically symmetric distributions

DOI10.1016/0047-259X(83)90034-9zbMath0514.62058OpenAlexW2013197412MaRDI QIDQ1051376

Allan R. Sampson

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1016/0047-259x(83)90034-9

zbMATH Keywords

spherical symmetryelliptical symmetrypositively quadrant dependentelliptically symmetric distributionspositive dependence propertiesmultivariate normal characterizationtotally positive of order 2 in pairs

Mathematics Subject Classification ID

Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Reliability and life testing (62N05)

Related Items (5)

ON THE ORDERING OF ASYMPTOTIC PAIRWISE NEGATIVELY DEPENDENT STRUCTURE OF STOCHASTIC PROCESSES ⋮ Generalized multivariate Birnbaum-Saunders distributions and related inferential issues ⋮ Dependence in elliptical partial correlation graphs ⋮ Product-Type Probability Bounds of Higher Order ⋮ On an interaction function for copulas

Cites Work

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• Positive dependence of the bivariate and trivariate absolute normal, \(t,\chi^2\), and \(F\) distributions
• Multivariate \(\theta\)-generalized normal distributions
• Elliptically Symmetric Distributions: A Review and Bibliography
• Some concepts of mult1variate dependence
• Some Concepts of Dependence
• On Certain Inequalities for Normal Distributions and their Applications to Simultaneous Confidence Bounds
• Rectangular Confidence Regions for the Means of Multivariate Normal Distributions
• On Probabilities of Rectangles in Multivariate Student Distributions: Their Dependence on Correlations

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