Conditions for equality in Anderson's theorem

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F24%3A10490147" target="_blank" >RIV/00216208:11320/24:10490147 - isvavai.cz</a>
Result on the web
<a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=j7egk5v_dy" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=j7egk5v_dy</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.spl.2024.110094" target="_blank" >10.1016/j.spl.2024.110094</a>

Result language
angličtina
Original language name
Conditions for equality in Anderson's theorem
Original language description
The classical Anderson theorem is a well-known result relevant to multivariate statistics and probability. It establishes an integral inequality for symmetric quasiconcave functions over a shifted symmetric convex set. The aim of this note is twofold. First, we provide necessary and sufficient conditions for equality in Anderson's theorem, extending the result of Soms (1991). Second, we propose a set of tractable requirements that guarantee strict inequality in Anderson's theorem. Our results are used to characterize the independence of Gaussian -distributed random variables.
Czech name
—
Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
50201 - Economic Theory

Project
<a href="/en/project/GA23-05737S" target="_blank" >GA23-05737S: Functional Fourier Data Analysis</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2024
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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