Chen J.T. Multivariate Bonferroni-Type Inequalities: Theory and Applications

Boca Raton: CRC Press, Chapman & Hall, 2014. - 302p.
Multivariate Bonferroni-Type Inequalities: Theory and Applications presents a systematic account of research discoveries on multivariate Bonferroni-type inequalities published in the past decade. The emergence of new bounding approaches pushes the conventional definitions of optimal inequalities and demands new insights into linear and Fréchet optimality. The book explores these advances in bounding techniques with corresponding innovative applications. It presents the method of linear programming for multivariate bounds, multivariate hybrid bounds, sub-Markovian bounds, an.Fundamentals.
Multivariate Indicator Functions.
Multivariate Linear Programming Framework.
Bivariate Upper Bounds.
Multivariate and Hybrid Upper Bounds.
Bivariate Lower Bounds.
Multivariate and Hybrid Lower BoundsCase Studies.