scientific article; zbMATH DE number 3307119

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Distance correlation coefficients for Lancaster distributions
Local equivalences of distances between clusterings -- a geometric perspective
Components of Pearson's statistic for at least partially ordered m-way contingency tables
Correspondence analysis of aggregate data: the \(2\times 2\) table
Fisher and regression
A generalized correlated binomial distribution with application in multiple testing problems
Nonlinear principal components. II: Characterization of normal distributions
The canonical decomposition of bivariate distributions
L\({}_ 1\) and \(L_ 2\) cross-validation for density estimation with special reference to orthogonal expansions
A class of models for multiple binary sequences under the hypothesis of Markov exchangeability
Optimized hierarchical factorial classification of the rows and columns of a contingency table
Squared normal model and its generalization for the analysis of skewed positive data
The Poisson and chi-squared approximations as compared with the true upper-tail probability of Pearson's X^ 2 for equiprobable multinomials
Matrix correlation
Sums of possibly associated Bernoulli variables: the Conway-Maxwell-binomial distribution
Asymptotically similar criteria
Correspondence analysis, with an extension towards nominal time series
On the joint distribution of pearson's X²statistics
A generalization of the Binomial distribution based on the dependence ratio
A comparison of the chi²and likelihood ratio tests for composite alternatives1
Estimate-based goodness-of-fit test for large sparse multinomial distributions
Local times of stochastic processes with positive definite bivariate densities
A simple method for obtaining the maximal correlation coefficient and related characterizations
Canonical expansion of a mixed bivariate distribution with negative binomial and gamma marginals
scientific article; zbMATH DE number 3504315 (Why is no real title available?)
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
TCMI: a non-parametric mutual-dependence estimator for multivariate continuous distributions
A supplement to sowey's bibliography on random number generation and related topics
Relationships Between Central Moments and Cumulants, with Formulae for the Central Moments of Gamma Distributions
Estimating copula densities, using model selection techniques
A stochastic model for the development and immunological control of a class of parasites of sheep
Exploratory analysis of contingency tables by loglinear formulation and generalizations of correspondence analysis
Directionally collapsible parameterizations of multivariate binary distributions
Comment on ‘Parametric versus nonparametrics: two alternative methodologies’
Measures of association for Hilbertian subspaces and some applications
Distance metrics for measuring joint dependence with application to causal inference
A-dependence statistics for mutual and serial independence of categorical variables
On Gaussian-like densities of order greater than two
Reproducing kernel orthogonal polynomials on the multinomial distribution
Seemingly Unrelated Generalized Linear Models
Lancaster distributions and Markov chains with multivariate Poisson-Charlier, Meixner and Hermite-Chebycheff polynomial eigenfunctions
Factor analysis of correspondences of multiple tables
An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses
Interpretation of interaction: a review
Correspondence analysis with least absolute residuals
Contributions to the diagonal expansion of a bivariate copula with continuous extensions
A class of bivariate Poisson processes
An introduction to multivariate Krawtchouk polynomials and their applications
Cumulative correspondence analysis of two-way ordinal contingency tables
An extended GFfit statistic defined on orthogonal components of Pearson's chi-square
Partitioning Anderson's statistic for tied data.
Structural decompositions of multivariate distributions with applications in moment and cumulant.
Tables of the critical values for simultaneous and sequential Bonferroni-z-tests
Rao's score, Neyman's C() and Silvey's LM tests: an essay on historical developments and some new results
Canonical correlation for stochastic processes
Random transpositions on contingency tables
Profile transformations for reciprocal averaging and singular value decomposition
The components of chi-squared statistics for goodness-of-fit tests
An exploratory canonical analysis approach for multinomial populations based on the -diver\-gence measure.
A Bayesian approach to configural frequency analysis
Parallel tangents and steepest descent optimization algorithm-a computer implementation with application to linear, partially linear models and qualitative data^†
A reformulation of Pearson's Chi-square statistic and some extensions
Stochastic processes with orthogonal polynomial eigenfunctions
The diagonal multivariate natural exponential families and their classification
Some equivalence results concerning multiplicative lattice decompositions of multivariate densities
Correcting Jaccard and other similarity indices for chance agreement in cluster analysis
Nonlinear canonical analysis and independence tests
On the covariance between functions
Posterior distribution for the multiple correlation coefficient with fixed regressors
The use of efficient estimates in multiple tests for goodness of fit
Evolving influence: mitigating extreme conflicts of interest in advisory relationships
Inbreeding systems: Classification by a canonical form
Discrete dams with Markovian inputs
A new look at rank tests in ordered-2×k contingency tables
A class of random walks on the hypercube
Chi-Square Percentiles: Old and New Approximations, with Applications to Sample Size Determination
Multiscale analysis of Gaussian Markov processes of order p on (0,1)
First order autoregressive Markov processes
Cramér‐von Mises statistics for discrete distributions
The empirical copula process in high dimensions: Stute's representation and applications
Exploring interactions in high-dimensional tables: a bootstrap alternative to log-linear models
Smooth extensions of Pearsons's product moment correlation and Spearman's rho
Some pitfalls in the use of Minimum Chi Square
An empirical analysis of overshoot duration times in a stationary gaussian process†
Goodness of fit for the Poisson distribution
Statistical enumeration of groups by double cosets
Gibbs sampling, exponential families and orthogonal polynomials
Testing for independence in high dimensions based on empirical copulas
Simplified formulas for three-way chi-square testing
A multivariate correlation ratio
Canonical analysis of two Euclidean subspaces and its applications
Macroscaling limit theorems for filtered spatiotemporal random fields
Lancaster bivariate probability distributions with Poisson, negative binomial and gamma margins
Good (K-means) clusterings are unique (up to small perturbations)
Carl Liebermeister's hypergeometric tails
The ``Vierfeldertest of Carl Liebermeister (remarks concerning the development of medical statistics in 19th century)
A generalizing, analytic model for 2-way cross-classifications. extensions and ramifications. part 1
Constructing a usable overlapping cells \(X^ 2\) goodness of fit test
The prediction index of aggregate data

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