Elliptically contoured distributions

DOI10.1007/BF00960067zbMath0611.60017OpenAlexW2080919312MaRDI QIDQ1087214

Yehoram Gordon

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00960067

zbMATH Keywords

inequalitieselliptically contoured distributionSlepian's inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items

Sharp recovery bounds for convex demixing, with applications ⋮ The discrepancy between min-max statistics of Gaussian and Gaussian-subordinated matrices ⋮ Majorization of Gaussian processes and geometric applications ⋮ A Vectorial Slepian Type Inequality. Applications ⋮ Randomized large distortion dimension reduction ⋮ On the weighted Kneser-Poulsen conjecture ⋮ Some comparisons for Gaussian processes

Cites Work

• Une inegalité du type de Slepian et Gordon sur les processus gaussiens. (An inequality of Slepian and Gordon type for Gaussian processes)
• Some inequalities for Gaussian processes and applications
• Association of normal random variables and Slepian's inequality
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