Probability inequalities for certain dependence structures

DOI10.1016/0167-7152(94)90214-3zbMath0806.60009OpenAlexW2055597081MaRDI QIDQ1336891

Thomas W. Dobbins, Sanat Kumar Sarkar

Publication date: 6 November 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90214-3

zbMATH Keywords

inequalitiesprobability boundsstationary random sequencesdependence structuresequicorrelated

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stationary stochastic processes (60G10)

Uses Software

• AS 195

Cites Work

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• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• Classes of orderings of measures and related correlation inequalities. II. Multivariate reverse rule distributions
• An approximation for the symmetric, quadrivariate normal integral
• Probability Inequalities for Multivariate Distributions with Dependence Structures
• Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
• Probability Integrals of Multivariate Normal and Multivariate $t^1$
• Some Probability Inequalities of Multivariate Normal and Multivariate t
• A note on the evaluation of the multivariate normal integral
• Approximations to the probability integral and certain percentage points of a multivariate analogue of Student's t-distribution

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