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Inequalities associated with intra-inter-class correlation matrices

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  • Kurata, Hiroshi

Abstract

This paper complements the results of Tong (Ann. Statist. 17 (1989) 429), Shaked and Tong (Ann. Statist. 20 (1992) 614) and Eaton (in: Stochastic Inequalities, IMS Lecture Notes Monograph Series, Vol. 22, 1993, 76) by deriving some monotonicity results associated with intra-inter-class correlation matrices. In Section 2, we consider the problem of comparing these matrices in terms of the orderings induced by several subgroups of the orthogonal group. Section 3 is devoted to deriving some probability inequalities for normal random variables whose correlation matrix is of the intra-inter-class correlation structure.

Suggested Citation

  • Kurata, Hiroshi, 2004. "Inequalities associated with intra-inter-class correlation matrices," Journal of Multivariate Analysis, Elsevier, vol. 88(2), pages 207-221, February.
    • Handle: RePEc:eee:jmvana:v:88:y:2004:i:2:p:207-221
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