A New Measure of Linear Local Dependence
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Date
2003
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Taylor & Francis Ltd
Open Access Color
BRONZE
Green Open Access
No
OpenAIRE Downloads
OpenAIRE Views
Publicly Funded
No
Abstract
A new local dependence function based on regression concepts is introduced. This function can characterize the dependence structure of two random variables localized at the fixed point. Some properties of the local dependence function are given. Examples of important bivariate distributions are provided.
Description
ORCID
Keywords
association, bivariate distribution, correlation, dependence, Gumbel-Morgenstern Distributions, Correlation Curves, Association, Regression
Fields of Science
0502 economics and business, 05 social sciences, 0101 mathematics, 01 natural sciences
Citation
WoS Q
Q3
Scopus Q
Q3

OpenCitations Citation Count
21
Source
Statıstıcs
Volume
37
Issue
3
Start Page
243
End Page
258
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Citations
CrossRef : 9
Scopus : 23
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Mendeley Readers : 7
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