Pages that link to "Item:Q3251769"

The following pages link to Some properties of the bivariate normal distribution considered in the form of a contingency table (Q3251769):

Displaying 39 items.

• A simple method for obtaining the maximal correlation coefficient and related characterizations (Q391627) (← links)
• Maximal correlation in a non-diagonal case (Q406550) (← links)
• On generalized order statistics and maximal correlation as a measure of dependence (Q450162) (← links)
• Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding (Q553681) (← links)
• On the maximal correlation coefficient (Q930079) (← links)
• Substitution random field with Gaussian and gamma distributions: theory and application to a pollution data set (Q930829) (← links)
• Some conditional expectation identities for the multivariate normal (Q990907) (← links)
• Polynomial chaos representation of spatio-temporal random fields from experimental measurements (Q1038039) (← links)
• Transforming grouped bivariate data to near normality (Q1099904) (← links)
• An algorithm to generate samples of multi-variate distributions with correlated marginals. (Q1129100) (← links)
• Distributional aspects in latent variable models (Q1342784) (← links)
• A weak version of bivariate lack of memory property (Q1620938) (← links)
• Correlation structure of the Marshall-Olkin bivariate exponential distribution (Q1731446) (← links)
• On Gebelein's correlation coefficient (Q1771466) (← links)
• Correspondence analysis, with an extension towards nominal time series (Q1838783) (← links)
• The maximal correlation for the generalized order statistics and dual generalized order statistics (Q1925605) (← links)
• On a simple identity for the conditional expectation of orthogonal polynomials (Q1987713) (← links)
• Simulating space-time random fields with nonseparable Gneiting-type covariance functions (Q2029068) (← links)
• Inducing a desired value of correlation between two point-scale variables: a two-step procedure using copulas (Q2058546) (← links)
• Goodman and Kruskal's gamma coefficient for ordinalized bivariate normal distributions (Q2065248) (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
• Automatic differentiation and maximal correlation of order statistics from discrete parents (Q2135943) (← links)
• Extreme eigenvalues of nonlinear correlation matrices with applications to additive models (Q2145814) (← links)
• Coordinate-wise transformation of probability distributions to achieve a Stein-type identity (Q2154665) (← links)
• Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo (Q2388353) (← links)
• Examples of \(L^2\)-complete and boundedly-complete distributions (Q2398615) (← links)
• Some counterexamples concerning maximal correlation and linear regression (Q2438633) (← links)
• A stochastic computational method for evaluation of global and local behavior of random elastic media (Q2495801) (← links)
• The choise of optimum scores in a Markov chain of order one (Q2547100) (← links)
• Generating correlated random vector involving discrete variables (Q2979941) (← links)
• Mechanisms That Modulate the Transfer of Spiking Correlations (Q3015454) (← links)
• On Tests of independence in several dimensions (Q3269578) (← links)
• On an Additive Semigraphoid Model for Statistical Networks With Application to Pathway Analysis (Q4975569) (← links)
• Spectral projections correlation structure for short-to-long range dependent processes (Q5056737) (← links)
• Mixing and moments properties of a non-stationary copula-based Markov process (Q5077525) (← links)
• A simulation study on the correlation structure of Marshall–Olkin bivariate Weibull distribution (Q5106766) (← links)
• Constructing Common Factors from Continuous and Categorical Data (Q5863576) (← links)
• A comparison theorem for data augmentation algorithms with applications (Q5965325) (← links)
• When can we reconstruct the ancestral state? A unified theory (Q6106275) (← links)