A new measure of linear local dependence

被引：18

作者：

Bairamov, I

Kotz, S

Kozubowski, TJ ^{[1
]}

机构：

[1] Univ Nevada, Dept Math 084, Reno, NV 89557 USA

[2] George Washington Univ, Sch Engn & Appl Sci, Dept Engn Management & Syst Engn, Washington, DC 20052 USA

[3] Izmir Univ Econ, Dept Math, TR-35330 Izmir, Turkey

来源：

STATISTICS | 2003年 / 37卷 / 03期

关键词：

association; bivariate distribution; correlation; dependence;

D O I：

10.1080/0233188021000011839

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：243 / 258

页数：16

共 17 条

[1]

[Anonymous], 1964, Handbook of mathematical functions

[2] BIVARIATE DISTRIBUTIONS WITH EXPONENTIAL CONDITIONALS [J].