Lower bounds on multivariate distributions with preassigned marginals

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DOI10.1214/lnms/1215461953zbMath1400.60029OpenAlexW1518622663MaRDI QIDQ1624512

J. P. Seeger, Samuel Kotz

Publication date: 16 November 2018

Full work available at URL: https://projecteuclid.org/euclid.lnms/1215461953

zbMATH Keywords

Fréchet bounds stochastic dependence moment of inertia multivariate normal distribution dependence multivariate dependence fixed marginals

Mathematics Subject Classification ID

Multivariate analysis (62H99) Inequalities; stochastic orderings (60E15)

Related Items (3)

Multivariate countermonotonicity and the minimal copulas ⋮ On the multidimensional extension of countermonotonicity and its applications ⋮ Negative dependence concept in copulas and the marginal free herd behavior index

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