The Canonical Correlation Coefficients of Bivariate Gamma Distributions
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Publication:5582776
Cited in
(12)- Lancaster distributions and Markov chains with multivariate Poisson-Charlier, Meixner and Hermite-Chebycheff polynomial eigenfunctions
- A strong law of large numbers for simultaneously testing parameters of Lancaster bivariate distributions
- Stochastic processes with orthogonal polynomial eigenfunctions
- On positivity of orthogonal series and its applications in probability
- Information geodesics for gamma models of communication clustering
- Multivariate quadratic forms of random vectors
- Lancaster bivariate probability distributions with Poisson, negative binomial and gamma margins
- A necessary condition for positive dependence
- Exchangeable pairs of Bernoulli random variables, Krawtchouck polynomials, and Ehrenfest urns
- Distance correlation coefficients for Lancaster distributions
- On infinitely divisible multivariate gamma distributions
- An inverse gamma activity time process with noninteger parameters and a self-similar limit
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