Some applications of covariance identities and inequalities to functions of multivariate normal variables

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some application of covariance analysis.pdf (1.26 MB)

Date

1995-09

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Keywords

Covariance identity, Inequalities, Multivariate normal variables

Citation

Journal of the American Statistical Association ,v. 90, no. 431,p.965-968

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http://hdl.handle.net/10263/4948

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Mathematics and Statistics

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