Majorization and Gaussian correlation

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.

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Year of publication:	1999
Authors:	Vitale, Richard A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 45.1999, 3, p. 247-251
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005053203