Developments on \(\text{MTP}_2\) properties of absolute value multinormal variables with nonzero means.

DOI10.1007/BF02009546zbMath1090.62540OpenAlexW2025947281MaRDI QIDQ1375340

Zhaoben Fang, Taizhong Hu

Publication date: 1997

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02009546

zbMATH Keywords

associationprobability inequalitiesTotal positivitymultinormal distributionTP\(_2\) stochastic ordering

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites Work

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• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• Total positivity properties of absolute value multinormal variables with applications to confidence interval estimates and related probabilistic inequalities
• The multivariate normal distribution
• Positive dependence of the bivariate and trivariate absolute normal, \(t,\chi^2\), and \(F\) distributions
• Association of Random Variables, with Applications

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