Characterization of dependence concepts in normal distributions |
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Authors: | Ludger Rüschendorf |
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Institution: | 1. Rheinisch-Westf?lische Technische Hochschule Aachen, Aachen, Germany
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Abstract: | 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. |
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Keywords: | |
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