Comparison of experiments of some multivariate distributions with a common marginal

DOI10.1214/LNMS/1215461964zbMATH Open1400.62024OpenAlexW1546418983MaRDI QIDQ1624525

Y. L. Tong, Moshe Shaked

Publication date: 16 November 2018

Full work available at URL: https://projecteuclid.org/euclid.lnms/1215461964

zbMATH Keywords

positive dependencemajorizationinformation inequalitiesmultivariate normal distributioncomparison of experiments

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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