Product inequalities for multivariate Gaussian, gamma, and positively upper orthant dependent distributions
DOI10.1016/j.spl.2023.109820zbMath1517.60028arXiv2204.06220MaRDI QIDQ6165377
T. Royen, Dominic Edelmann, Donald St. P. Richards
Publication date: 4 July 2023
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2204.06220
moment inequalitiesWishart distributionmultivariate gamma distributionmultivariate Gaussian distributionmultivariate survival functionGaussian product inequality
Multivariate distribution of statistics (62H10) Inequalities; stochastic orderings (60E15) Exact distribution theory in statistics (62E15) Gamma, beta and polygamma functions (33B15)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Representations of the absolute value function and applications in Gaussian estimates
- Stochastic orders
- Pfaffians, Hafnians and products of real linear functionals
- Nonnegative factorization of positive semidefinite nonnegative matrices
- Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
- Total positivity properties of absolute value multinormal variables with applications to confidence interval estimates and related probabilistic inequalities
- Multivariate gamma distributions with one-factorial accompanying correlation matrices and applications to the distribution of the multivariate range
- On some multivariate gamma distributions connected with spanning trees
- Some new Gaussian product inequalities
- A general treatment of alternative expectation formulae
- The three-dimensional Gaussian product inequality
- A Gaussian inequality for expected absolute products
- From moments of sum to moments of product
- A Note on the Relations Between Some Concepts of Positive Dependence
- A simple proof of the Gaussian correlation conjecture extended to multivariate gamma distributions
- Association of Random Variables, with Applications
- On Probabilities of Rectangles in Multivariate Student Distributions: Their Dependence on Correlations
- A Multivariate Gamma-Type Distribution
This page was built for publication: Product inequalities for multivariate Gaussian, gamma, and positively upper orthant dependent distributions
