On a multivariate normal probability minimization problem

DOI10.1016/0024-3795(85)90189-2zbMath0605.62053OpenAlexW2046474371MaRDI QIDQ1083800

D. G. Kabe

Publication date: 1985

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(85)90189-2

zbMATH Keywords

minimization problemcorrelation matrixmultivariate normal distributionAnderson's inequality

Mathematics Subject Classification ID

Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

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• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• Adjusting P Values to Account for Selection Over Dichotomies

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