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Dawid, A. P. 1
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Journal of Multivariate Analysis 1
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Invariance and independence in multivariate distribution theory
Dawid, A. P. - In: Journal of Multivariate Analysis 17 (1985) 3, pp. 304-315
Several general results are presented whereby various properties of independence or conditional independence between certain random variables may be deduced from the symmetries enjoyed by their joint distributions. These are applied to the distributions of sample correlation and canonical...
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