Concentration inequalities for multivariate distributions. II: Elliptically contoured distributions

DOI10.1214/lnms/1215461958zbMath1400.62109OpenAlexW1604544843MaRDI QIDQ1624519

Michael D. Perlman

Publication date: 16 November 2018

Full work available at URL: https://projecteuclid.org/euclid.lnms/1215461958

zbMATH Keywords

orthogonal groupdihedral groupconvex setcyclic groupgroup invarianceelliptically contoured distributionsmultivariate concentration inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

Concentration inequalities for multivariate distributions. I: Multivariate normal distributions

This page was built for publication: Concentration inequalities for multivariate distributions. II: Elliptically contoured distributions