Correlations and Canonical Forms of Bivariate Distributions
From MaRDI portal
Publication:5723548
DOI10.1214/aoms/1177704165zbMath0115.14104OpenAlexW2040292626MaRDI QIDQ5723548
Publication date: 1963
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177704165
Related Items (17)
On transformation noise: Properties and modeling ⋮ On Markov processes with polynomial conditional moments ⋮ On Gaussian-like densities of order greater than two ⋮ On the families of polynomials forming a part of the Askey–Wilson scheme and their probabilistic applications ⋮ Examples of \(L^2\)-complete and boundedly-complete distributions ⋮ Evaluation of a special multivariate gamma distribution function ⋮ A class of bivariate negative binomial distributions with different index parameters in the marginals ⋮ Continuous-time Markov processes, orthogonal polynomials and Lancaster probabilities ⋮ Comment: Lancaster probabilities and Gibbs sampling ⋮ On probabilistic aspects of Chebyshev polynomials ⋮ Expansions for the multivariate chi-square distribution ⋮ Matching the Distributions of the Marginals and the Sums for the Meixner Class ⋮ A characterization of Markov sequences ⋮ Unnamed Item ⋮ Bivariate densities with diagonal expansions in Gegenbauer polynomials ⋮ Density functions of the bivariate chi-square distribution ⋮ On positivity of orthogonal series and its applications in probability
This page was built for publication: Correlations and Canonical Forms of Bivariate Distributions