Slepian's inequality via the central limit theorem
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Publication:3785782
DOI10.2307/3315195zbMath0643.62035OpenAlexW2130268239MaRDI QIDQ3785782
Publication date: 1986
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315195
convolutionsmultivariate normal distributionscale transformationspartial ordering of distributions\textit{D. Slepian}'s inequalityL-super-additive functions
Multivariate analysis (62H99) Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cites Work
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- Inequalities for distributions with given marginals
- A review of selected topics in multivariate probability inequalities
- Association of normal random variables and Slepian's inequality
- Partial orderings of permutations and monotonicity of a rank correlation statistic
- An Inequality for Rearrangements
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