Comparison of experiments via dependence of normal variables with a common marginal distribution

DOI10.1214/aos/1176348547zbMath0745.62006OpenAlexW1994987444MaRDI QIDQ1192998

Y. L. Tong, Shaked, Moshe

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1214/aos/1176348547

zbMATH Keywords

information inequalitiescomparison of experimentscommon univariate marginal distributionmajorization ordering of the correlation matricespartial ordering of the informationpermutation symmetric normal variablespositive dependence of normal variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Theory of statistical experiments (62B15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (4)

Comparison of MINQUE and simple estimate of the error variance in the general linear models ⋮ Comparison of experiments via a group majorization ordering ⋮ The role of the covariance matrix in the least-squares estimation for a common mean ⋮ Inequalities associated with intra-inter-class correlation matrices.

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