Covariance chains

NANNY WERMUTH , D.R . COX and GIOVANNI M. MARCHETTI 3 Mathematical Statistics, Chalmers/Gothenburg University, Chalmers tvärgata 3, 41296 Göteborg, Sweden. E-mail: nanny.wermuth@uni-mainz.de Nuffield College, Oxford OX1 1NF, UK. E-mail: david.cox@nuff.ox.ac.uk Dipartimento di Statistica, Università degli Studi di Firenze ‘Giuseppe Parenti’, Viale Morgagni 59, Italy. E-mail: Giovanni.marchetti@unifi.it

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