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    Rights statement: This is the pre-print version of a work that was accepted for publication in Statistics and Probability Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Statistics and Probability Letters, 103, 2015 10.1016/j.spl.2015.04.018

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Partial stochastic dominance for the multivariate Gaussian distribution

Research output: Contribution to Journal/Magazine › Journal article › peer-review

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Partial stochastic dominance for the multivariate Gaussian distribution. / Turner, Amanda; Whitehead, John.
In: Statistics and Probability Letters, Vol. 103, 08.2015, p. 80-85.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Turner, A & Whitehead, J 2015, 'Partial stochastic dominance for the multivariate Gaussian distribution', Statistics and Probability Letters, vol. 103, pp. 80-85. https://doi.org/10.1016/j.spl.2015.04.018

APA

Turner, A., & Whitehead, J. (2015). Partial stochastic dominance for the multivariate Gaussian distribution. Statistics and Probability Letters, 103, 80-85. https://doi.org/10.1016/j.spl.2015.04.018

Vancouver

Turner A, Whitehead J. Partial stochastic dominance for the multivariate Gaussian distribution. Statistics and Probability Letters. 2015 Aug;103:80-85. Epub 2015 Apr 28. doi: 10.1016/j.spl.2015.04.018

Author

Turner, Amanda ; Whitehead, John. / Partial stochastic dominance for the multivariate Gaussian distribution. In: Statistics and Probability Letters. 2015 ; Vol. 103. pp. 80-85.

Bibtex

@article{27b913130e5d44f4886f50a76e494f47,
title = "Partial stochastic dominance for the multivariate Gaussian distribution",
abstract = "We establish a partial stochastic dominance result for the maximum of a multivariate Gaussian random vector with positive intraclass correlation coefficient and negative expectation. Specifically, we show that the distribution function intersects that of a standard Gaussian exactly once.",
keywords = "math.PR, Primary: 60E15, Secondary: 62E17, 62G30",
author = "Amanda Turner and John Whitehead",
note = "This is the pre-print version of a work that was accepted for publication in Statistics and Probability Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Statistics and Probability Letters, 103, 2015 10.1016/j.spl.2015.04.018 7 pages",
year = "2015",
month = aug,
doi = "10.1016/j.spl.2015.04.018",
language = "English",
volume = "103",
pages = "80--85",
journal = "Statistics and Probability Letters",
issn = "0167-7152",
publisher = "Elsevier",

}

RIS

TY - JOUR

T1 - Partial stochastic dominance for the multivariate Gaussian distribution

AU - Turner, Amanda

AU - Whitehead, John

N1 - This is the pre-print version of a work that was accepted for publication in Statistics and Probability Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Statistics and Probability Letters, 103, 2015 10.1016/j.spl.2015.04.018 7 pages

PY - 2015/8

Y1 - 2015/8

N2 - We establish a partial stochastic dominance result for the maximum of a multivariate Gaussian random vector with positive intraclass correlation coefficient and negative expectation. Specifically, we show that the distribution function intersects that of a standard Gaussian exactly once.

AB - We establish a partial stochastic dominance result for the maximum of a multivariate Gaussian random vector with positive intraclass correlation coefficient and negative expectation. Specifically, we show that the distribution function intersects that of a standard Gaussian exactly once.

KW - math.PR

KW - Primary: 60E15, Secondary: 62E17, 62G30

U2 - 10.1016/j.spl.2015.04.018

DO - 10.1016/j.spl.2015.04.018

M3 - Journal article

VL - 103

SP - 80

EP - 85

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

SN - 0167-7152

ER -