Gaussian product inequalities for absolute raw moments

Haruhiko Ogasawara

Statistics & Probability Letters, 2026, vol. 227, issue C

Abstract: Gaussian product inequalities (GPIs) for absolute raw moments of real-valued orders are shown, where the orders include negative signs and mixed ones (positive and negative). The GPIs are for structural correlation matrices with a single parameter showing compound symmetric and autoregressive patterns with a non-zero common mean in each model. In the bivariate case, we have an extended so-called opposite GPI for the absolute raw moments. The GPIs are obtained by a known series formula of the Gaussian product absolute raw moments.

Keywords: Gaussian product absolute moments (GPAM); Negative orders; Mixed-sign orders; Opposite GPI; Compound symmetry; Autoregressive model; Series formula (search for similar items in EconPapers)
Date: 2026
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DOI: 10.1016/j.spl.2025.110552

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