A note on Slepian's inequality based on majorization

DOI10.1016/j.spl.2017.01.010zbMath1416.60036OpenAlexW2580867327MaRDI QIDQ514131

Ying Ding, Xin Sheng Zhang

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.2017.01.010

zbMATH Keywords

majorizationmultivariate normal distributionSlepian's inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

Related Items (2)

Orderings of extremes from dependent Gaussian variables with Archimedean copula under simple tree order restrictions ⋮ Inequalities for Gaussian random variables under Archimedean copula dependence

Cites Work

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• Slepian's inequality with respect to majorization
• Transfer bounds for linear feature learning
• Random Fields and Geometry
• Inequalities: theory of majorization and its applications

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