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Joint Singular Value Distribution of Two Correlated Rectangular Gaussian Matrices and Its Application

✍ Scribed by Wang, Shuangquan; Abdi, Ali


Book ID
118216916
Publisher
Society for Industrial and Applied Mathematics
Year
2007
Tongue
English
Weight
238 KB
Volume
29
Category
Article
ISSN
0895-4798

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A Characterization of Joint Distribution
✍ Sh. Sharakhmetov; R. Ibragimov πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 159 KB

We obtain an explicit representation for joint distribution of two-valued random variables with given marginals and for a copula corresponding to such random variables. The results are applied to prove a characterization of r-independent two-valued random variables in terms of their mixed first mome