Inequalities associated with intra-inter-class correlation matrices

Hiroshi Kurata

Journal of Multivariate Analysis, 2004, vol. 88, issue 2, 207-221

Abstract: This paper complements the results of Tong (Ann. Statist. 17 (1989) 429), Shaked and Tong (Ann. Statist. 20 (1992) 614) and Eaton (in: Stochastic Inequalities, IMS Lecture Notes Monograph Series, Vol. 22, 1993, 76) by deriving some monotonicity results associated with intra-inter-class correlation matrices. In Section 2, we consider the problem of comparing these matrices in terms of the orderings induced by several subgroups of the orthogonal group. Section 3 is devoted to deriving some probability inequalities for normal random variables whose correlation matrix is of the intra-inter-class correlation structure.

Keywords: Group-induced; ordering; Majorization; The; orthogonal; group; Intra-inter-class; correlation; MTP2; Probability; inequality (search for similar items in EconPapers)
Date: 2004
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