Inequalities for Gaussian random variables under Archimedean copula dependence

DOI10.1007/S00184-019-00748-ZzbMath1443.60021OpenAlexW2980255071WikidataQ127155005 ScholiaQ127155005MaRDI QIDQ2189752

Longxiang Fang, Wenyu Huang

Publication date: 16 June 2020

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-019-00748-z

zbMATH Keywords

majorizationArchimedean copulaSchur-convexGaussian random vectorsSlepian's inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Related Items (2)

Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence ⋮ Orderings of extremes from dependent Gaussian variables with Archimedean copula under simple tree order restrictions

Cites Work

• Unnamed Item
• Ordering properties of order statistics from random variables of Archimedean copulas with applications
• A note on Slepian's inequality based on majorization
• Slepian's inequality with respect to majorization
• An introduction to copulas.
• Transfer bounds for linear feature learning
• Comparison and anti-concentration bounds for maxima of Gaussian random vectors
• Stochastic comparisons on sample extremes of dependent and heterogenous observations
• Random Fields and Geometry
• Inequalities: theory of majorization and its applications

This page was built for publication: Inequalities for Gaussian random variables under Archimedean copula dependence