A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables

DOI10.1016/0047-259X(87)90180-1zbMath0627.62056OpenAlexW2046403689MaRDI QIDQ1092560

P. R. Krishnaiah, K. Subramanyam, M. Bhaskara Rao

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(87)90180-1

zbMATH Keywords

convex setcompact setasymptotic distributionspower functionExtreme pointstwo-way contingency tablefixed marginalsbivariate positive quadrant dependent distributionseigenvalues of a random matrixgamma ratiohypothesis of independenceordinal contingency tablesstrict positive quadrant dependence

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Contingency tables (62H17)

Related Items

The structure of some classes of bivariate distributions and some applications, Analysis of odds ratios in \(2\times n\) ordinal contingency tables, Order-restricted inference for monotone trend alternatives in contingency tables., The analysis of contingency tables under inequality constraints

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