The Structure of Bivariate Distributions

Cited in

(65)

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

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