Majorants and minorants for elliptical measures on \(\mathbb{R}^ k\)
type: Item
instance of: scholarly article
title: Majorants and minorants for elliptical measures on \(\mathbb{R}^ k\)
zbMATH Open document ID: 0811.62055
published in: Journal of Multivariate Analysis
publication date: 1994-06-06T00:00:00Z
review text: Based on two elliptically contoured measures centered at zero, two probability measures having the least upper and the greatest lower bound, respectively, are constructed. These new probability measures, known as majorant and minorant of the original elliptically contoured measures, are useful for investigating distributional properties of functions of the two elliptically contoured measures. Especially, envelopes for some nonstandard distributions of quadratic forms are provided. In addition, some applications to stochastic characteristics of ballistic systems are given for illustration.
reviewed by: Kai-Tai Fang
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62E99
zbMATH DE Number: 562374
zbMATH Keywords: peakedness ordering of measures
zbMATH Keywords: stochastic bounds
zbMATH Keywords: elliptically contoured measures
zbMATH Keywords: majorant
zbMATH Keywords: minorant
zbMATH Keywords: envelopes
zbMATH Keywords: quadratic forms
zbMATH Keywords: ballistic systems
author: Donald R. Jensen
MaRDI profile type: Publication
full work available at URL: jmva.1993.1083
OpenAlex ID: W2029469724
DOI: 10.1006/JMVA.1993.1083
description: scientific article; zbMATH DE number 562374