Gaussian product inequalities for absolute raw moments

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters Pub Date : 2025-09-03 DOI:10.1016/j.spl.2025.110552

Haruhiko Ogasawara

引用次数: 0

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.

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绝对原始矩的高斯乘积不等式

给出了实值阶绝对原始矩的高斯乘积不等式（gpi），其中阶包括负号和混合号（正负）。gpi用于具有单一参数的结构相关矩阵，在每个模型中显示具有非零共同平均值的复合对称和自回归模式。在二元情况下，对于绝对原始矩，我们有一个扩展的所谓的反向GPI。GPIs由已知的高斯积绝对原始矩级数公式得到。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Statistics & Probability Letters 数学-统计学与概率论

CiteScore

1.60

自引率

0.00%

发文量

173

审稿时长

6 months

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