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Positive dependence of the bivariate and trivariate absolute normal, \(t,\chi^2\), and \(F\) distributions

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Publication:1251871
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DOI10.1214/aos/1176344381zbMath0392.62033OpenAlexW1980852492MaRDI QIDQ1251871

Allan R. Sampson, Mohamed Abdel-Hameed

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1214/aos/1176344381

zbMATH Keywords

Absolute Normal DistributionBivariate DensityChi Square DistributionF DistributionT DistributionTotally PositiveTrivariatedensity


Mathematics Subject Classification ID

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


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Nonnegative Cholesky Decomposition and Its Application to Association of Random Variables, Developments on \(\text{MTP}_2\) properties of absolute value multinormal variables with nonzero means., Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions, Characterization of dependence concepts in normal distributions, Mathematical properties of the multivariate \(t\) distribution, Positive dependence properties of elliptically symmetric distributions, M-matrices as covariance matrices of multinormal distributions



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