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An extension of the Gaussian correlation conjecture (GCC) is proved for multivariate gamma distributions (in the sense of Krishnamoorthy and Parthasarathy).
Hargé, G. (1999). A particular case of correlation inequality for the Gaussian measure. Ann. Probab
1951
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Krishnamoorthy, A.S., and Parthasarathy, M. (1951). A multivariate gamma-type distribution. Ann. Math. Stat
1951
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Khatri, C.G. (1967). On certain inequalities for normal distributions and their application to simultaneous confidence bounds, Ann. Math. Stat
1967
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Šidák, Z. (1967). Rectangular confidence regions for the means of multivariate normal distributions, J. Amer. Statist. Assoc
1967
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Das Gupta, S., Eaton, M. L., Olkin, I., Perlman, M., Savage, L.J., and Sobel, M. (1972). Inequalities on the probability content of convex regions for elliptically contoured distributions. Proc. Sixth Berkeley Symp. Math. Statist. Probab
1972
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Pitt, L.D. (1977). A Gaussian correlation inequality for symmetric convex sets. Ann. Probab
1977
Cited alongside, same era.
Griffiths, R.C. (1984). Characterization of infinitely divisible multivariate gamma distributions, J. Multivariate Anal
1984
Cited alongside, same era.
Bapat, R.B. (1989). Infinite divisibility of multivariate gamma distributions and M-matrices, Sankhy a ¯ \bar{\rm{a}}
1989
Cited alongside, same era.
Royen, T. (1995). On some central and non-central multivariate chi-square distributions, Statist. Sinica
1995
Cited alongside, same era.
Schechtman, G., Schlumprecht, T., and Zinn, J. (1998). On the Gaussian measure of the intersection, Ann. Probab
1998
Cited alongside, same era.
Royen, T. (2007). Integral representations and approximations for multivariate gamma distributions, Ann. Inst. Statist. Math
2007
Later among the works it cites.
Memarian, Y. (2013). The Gaussian correlation conjecture proof, arXiv:1310. 8099v1 [mathPR]
2013
Later among the works it cites.
2013
Later among the works it cites.
Royen, T. (2013). Some upper tail approximations for the distribution of the maximum of correlated chi-square or gamma random variables, Far East J. Theor. Statist
2013
Later among the works it cites.
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