Generating Positively Correlated Random Variables from a Sequence of Independent Random Variables with Symmetric Logarithmically Concave Densities.
FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS
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The area of positive and negative dependence of multivariate distributions has attracted the attention of many authors over the past decade. This paper investigates covariance inequalities for a class of logarithmically concave densities.
- Statistics and Probability