Characterization of dependence concepts in normal distributions

  • Ludger Rüschendorf
Article
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Summary

In the present paper we deal with the characterization of some dependence concepts for the multivariate normal distribution. It turns out that normal distributions have some special properties w.r.t. these dependence concepts and, furthermore, that the characterizations are closely connected to some interesting problems on matrices. Some applications to simultaneous confidence bounds are discussed.

Keywords

Convex Cone Multivariate Normal Distribution Nonnegative Matrice Dependence Concept Monotone Likelihood Ratio 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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Copyright information

© Kluwer Academic Publishers 1981

Authors and Affiliations

  • Ludger Rüschendorf
    • 1
  1. 1.Rheinisch-Westfälische Technische Hochschule AachenAachenGermany

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