Cited in
(65)- Canonical expansion of a mixed bivariate distribution with negative binomial and gamma marginals
- On a simple identity for the conditional expectation of orthogonal polynomials
- Universal Features for High-Dimensional Learning and Inference
- A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables
- Sojourns of vector Gaussian processes inside and outside spheres
- On sum of 0-1 random variables, II. Multivariate case
- Bivariate densities with diagonal expansions in Gegenbauer polynomials
- Maximal correlation in a non-diagonal case
- Examples of \(L^2\)-complete and boundedly-complete distributions
- On Gaussian-like densities of order greater than two
- Gleaning in the field of dual scaling
- On statistical independence and zero correlation in several dimensions
- An efficient nonparametric estimator for models with nonlinear dependence
- Long- and short-range dependent sequences under exponential subordination
- On Tests of independence in several dimensions
- A class of bivariate negative binomial distributions with different index parameters in the marginals
- Some concepts of positive dependence for bivariate interchangeable distributions
- Contributions to the diagonal expansion of a bivariate copula with continuous extensions
- Pricing with finite dimensional dependence
- Efficiency of test for independence after Box--Cox transformation
- Canonical expansions, correlation structure, and conditional distributions of bivariate distributions generated by mixtures
- The general theory of canonical correlation and its relation to functional analysis
- Optimal estimation of nonlinear state nonlinear observation systems
- Multivariate Jacobi process with application to smooth transitions
- Non-Gaussian scenarios for the heat equation with singular initial conditions
- Estimation of the correlation coefficient in contingency tables with possibly nonmetrical characters
- Linear rank tests for independence in bivariate distributions-power comparisons by simulation
- Some properties of random stationary sequences with bivariate densities having diagonal expansions and nonparametric estimators based on them*
- Expansions of one density via polynomials orthogonal with respect to the other
- On positivity of orthogonal series and its applications in probability
- On probabilistic aspects of Chebyshev polynomials
- Lancaster correlation: a new dependence measure linked to maximum correlation
- A unified treatment of the weighting problem
- A characterization of Markov sequences
- Density functions of the bivariate chi-square distribution
- On Markov processes with polynomial conditional moments
- The asymptotic efficacies and relative efficiencies of various linear rank tests for independence
- Continuous-time Markov processes, orthogonal polynomials and Lancaster probabilities
- Orthogonal polynomial kernels and canonical correlations for Dirichlet measures
- A necessary condition for positive dependence
- Comment: Lancaster probabilities and Gibbs sampling
- Matching the Distributions of the Marginals and the Sums for the Meixner Class
- Polynomial identities involving binomial coefficients and double and rising factorials via probabilistic interpretations
- Two generalized bivariate FGM distributions and rank reduction
- Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths
- A short history of statistical association: from correlation to correspondence analysis to copulas
- Time irreversible copula-based Markov models
- Kernel-based nonlinear canonical analysis and time reversibility
- A family of bivariate binomial distributions generated by extreme bernoulli distributions
- Mixing and moments properties of a non-stationary copula-based Markov process
- Comparison of contraction coefficients for f-divergences
- Variable selection and interpretation in canonical correlation analysis
- Inverse Box\,-\,Cox: the power-normal distribution
- A Projection Decomposition for Bivariate Discrete Probability Distributions
- Substitution random field with Gaussian and gamma distributions: theory and application to a pollution data set
- Factor ARMA representation of a Markov process
- Copula-based semiparametric models for multivariate time series
- Distance correlation coefficients for Lancaster distributions
- Linear bank statistics with estimated scores for testing independence
- The canonical decomposition of bivariate distributions
- On a generalized non-central negative binomial distribution
- On the families of polynomials forming a part of the Askey–Wilson scheme and their probabilistic applications
- Polynomial approximations for bivariate aggregate claims amount probability distributions
- On summable, positive Poisson-Mehler kernels built of Al-Salam-Chihara and related polynomials
- Local times of stochastic processes with positive definite bivariate densities
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