The Canonical Decomposition of Bivariate Distributions P
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چکیده
The ordinary notion of a bivariate distribution has a natural generalisation. For this generalisation it is shown that a bivariate distribution can be characterised by a Hilbert space .%’ and a family da , 0 < p < 1, of subspaces of Z’. X specifies the marginal distributions whilst-X, is a summary of the dependence structure. This characterisation extends existing ideas on canonical correlation.
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تاریخ انتشار 2003