2000 Mathematics Subject Classification: 62H10.We consider the joint distribution of the correlation coefficients for samples from multivariate standard normal distribution. Some marginal densities are obtained. Independence and conditional independence between sets of sample correlation coefficients are established
The study of the association between two random variables that have a joint normal distribution is o...
[eng] Dependence between random variables is studied at various levels in the first part, while the ...
summary:First, under a multivariate normal distribution with all correlations of the form $Q_{ij}=b_...
AbstractIn this paper, it is shown that two random matrices have a joint matrix variate normal distr...
AbstractLet Xj (j = 1,…,n) be i.i.d. random variables, and let Y′ = (Y1,…,Ym) and X′ = (X1,…,Xn) be ...
2000 Mathematics Subject Classification: 62H15, 62H12.We consider variables with joint multivariate ...
AbstractLet Xj (j = 1,…,n) be i.i.d. random variables, and let Y′ = (Y1,…,Ym) and X′ = (X1,…,Xn) be ...
AbstractSeveral general results are presented whereby various properties of independence or conditio...
AbstractIn this article, multivariate density expansions for the sample correlation matrix R are der...
We consider the class of multivariate distributions that gives the distribution of the sum of uncorr...
AbstractWe consider the class of multivariate distributions that gives the distribution of the sum o...
In this paper the relationship between joint density and conditional densities is studied. An explic...
summary:The following three results for the general multivariate Gauss-Markoff model with a singular...
summary:The following three results for the general multivariate Gauss-Markoff model with a singular...
For some cases it may be permissible to assume that the correlation between each two normal random v...
The study of the association between two random variables that have a joint normal distribution is o...
[eng] Dependence between random variables is studied at various levels in the first part, while the ...
summary:First, under a multivariate normal distribution with all correlations of the form $Q_{ij}=b_...
AbstractIn this paper, it is shown that two random matrices have a joint matrix variate normal distr...
AbstractLet Xj (j = 1,…,n) be i.i.d. random variables, and let Y′ = (Y1,…,Ym) and X′ = (X1,…,Xn) be ...
2000 Mathematics Subject Classification: 62H15, 62H12.We consider variables with joint multivariate ...
AbstractLet Xj (j = 1,…,n) be i.i.d. random variables, and let Y′ = (Y1,…,Ym) and X′ = (X1,…,Xn) be ...
AbstractSeveral general results are presented whereby various properties of independence or conditio...
AbstractIn this article, multivariate density expansions for the sample correlation matrix R are der...
We consider the class of multivariate distributions that gives the distribution of the sum of uncorr...
AbstractWe consider the class of multivariate distributions that gives the distribution of the sum o...
In this paper the relationship between joint density and conditional densities is studied. An explic...
summary:The following three results for the general multivariate Gauss-Markoff model with a singular...
summary:The following three results for the general multivariate Gauss-Markoff model with a singular...
For some cases it may be permissible to assume that the correlation between each two normal random v...
The study of the association between two random variables that have a joint normal distribution is o...
[eng] Dependence between random variables is studied at various levels in the first part, while the ...
summary:First, under a multivariate normal distribution with all correlations of the form $Q_{ij}=b_...