Rectangular and elliptical probability inequalities for Schur-concave random variables

DOI10.1214/aos/1176345807zbMath0489.62058OpenAlexW1977115483MaRDI QIDQ1166870

Y. L. Tong

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345807

zbMATH Keywords

boundsmajorizationmultivariate normalchi-squared variablesSchur-concave random variablesSchur-functionst probabilities

Mathematics Subject Classification ID

Multivariate analysis (62H99) Inequalities; stochastic orderings (60E15) Inequalities for sums, series and integrals (26D15)

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