A geometric approach to correlation inequalities in the plane

DOI10.1214/12-AIHP494zbMath1288.60024WikidataQ112631983 ScholiaQ112631983MaRDI QIDQ2438251

Francesco Maggi, Alessio Figalli, Aldo Pratelli

Publication date: 10 March 2014

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aihp/1388545262

zbMATH Keywords

correlation inequalitiesGaussian correlation conjectureradially symmetric measures

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities and extremum problems involving convexity in convex geometry (52A40)

Related Items (1)

A GEOMETRIC APPROACH TO RADIAL CORRELATION TYPE PROBLEMS

Cites Work

• A Gaussian correlation inequality for certain bodies in \(R^ n\).
• A Gaussian correlation inequality for symmetric convex sets
• On the Gaussian measure of the intersection
• A particular case of correlation inequality for the Gaussian measure
• On Certain Inequalities for Normal Distributions and their Applications to Simultaneous Confidence Bounds
• Rectangular Confidence Regions for the Means of Multivariate Normal Distributions
• Unnamed Item

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