Total positivity properties of absolute value multinormal variables with applications to confidence interval estimates and related probabilistic inequalities
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Publication:1161010
DOI10.1214/aos/1176345583zbMath0477.62035OpenAlexW2071521616MaRDI QIDQ1161010
Publication date: 1981
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345583
correlation inequalitiesWishart distributionassociationmultivariate t distributionmultivariate normal distribution
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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