On positive association of absolute-valued and squared multivariate gaussians beyond \(\mathrm{MTP}_2\)
DOI10.1016/j.jmva.2024.105295MaRDI QIDQ6536689
Publication date: 13 May 2024
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
infinite divisibilitymultiple hypothesis testingpositive associationGaussian correlation conjectureLaguerre's rule of signs
Infinitely divisible distributions; stable distributions (60E07) Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate analysis (62Hxx)
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