Majorization and Gaussian correlation

被引：2
|
作者：
Vitale, RA [1 ]
机构：
[1] Univ Connecticut, Dept Stat, Storrs, CT 06269 USA
来源：
STATISTICS & PROBABILITY LETTERS | 1999年 / 45卷 / 03期
关键词：
D O I：
10.1016/S0167-7152(99)00064-4
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Using Schur majorization, we show Gaussian correlation inequalities for two classes of sets: Schur cylinders and barycentrically ordered sets. As a corollary, we deduce positive correlation for pairs of centered convex sets that share the symmetries of a regular simplex. (C) 1999 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：247 / 251
页数：5
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