A Gaussian expectation product inequality

DOI10.1016/j.spl.2016.12.018zbMath1356.60060OpenAlexW2568411555MaRDI QIDQ512782

Xiangfeng Yang, Zhenxia Liu, Zhi Wang

Publication date: 28 February 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.12.018

zbMATH Keywords

Bochner's theoremGaussian random vectorGaussian expectation product inequality

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15)

Related Items (3)

A short proof of a strong form of the three dimensional Gaussian product inequality ⋮ Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices ⋮ An opposite Gaussian product inequality

Cites Work

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• A Gaussian inequality for expected absolute products
• Characterization of positively correlated squared Gaussian processes
• Matrix Analysis
• A simple proof of the Gaussian correlation conjecture extended to multivariate gamma distributions
• Royen’s Proof of the Gaussian Correlation Inequality
• On Certain Inequalities for Normal Distributions and their Applications to Simultaneous Confidence Bounds
• On Multivariate Normal Probabilities of Rectangles: Their Dependence on Correlations

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