Tail properties of correlation measures

DOI10.1023/A:1025680718292zbMath1030.60013OpenAlexW2298240897MaRDI QIDQ1411355

Geoffrey Pritchard, Thomas M. Lewis

Publication date: 27 October 2003

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1025680718292

zbMATH Keywords

Gaussian measureBorel probability measuresTail properties

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (1)

Gaussian mixtures: entropy and geometric inequalities

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