Pages that link to "Item:Q5697393"
From MaRDI portal
The following pages link to A Note on Directional Dependence in Regression Setting (Q5697393):
Displaying 22 items.
- Almost opposite regression dependence in bivariate distributions (Q894860) (← links)
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (Q1687303) (← links)
- Directional dependence of random vectors (Q1761610) (← links)
- Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas (Q2218837) (← links)
- On the copula correlation ratio and its generalization (Q2222232) (← links)
- Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula (Q2244595) (← links)
- Asymmetric properties of the Pearson correlation coefficient: Correlation as the negative association between linear regression residuals (Q2832625) (← links)
- Directional dependence via Gaussian copula beta regression model with asymmetric GARCH marginals (Q3133036) (← links)
- Directional Dependence of Genes Using Survival Truncated FGM Type Modification Copulas (Q3391886) (← links)
- On Directional Dependence in a Regression Line (Q4420251) (← links)
- Direction dependence in a regression line (Q4548222) (← links)
- The information for the direction of dependence in l<sub>1</sub>regression (Q4550661) (← links)
- On the Asymptotic Efficiency of Directional Models Checks for Regression (Q4609013) (← links)
- A note on fourth moment-based direction dependence measures when regression errors are non normal (Q5075557) (← links)
- Copula directional dependence of discrete time series marginals (Q5082811) (← links)
- Understanding Directional Dependence Through Angular Correlation (Q5172782) (← links)
- Analysis of directional dependence using asymmetric copula-based regression models (Q5219455) (← links)
- A Remark on the Paper “A Note on Directional Dependence in Regression Setting” By Engin A. Sungur (Q5457968) (← links)
- Quantifying directed dependence via dimension reduction (Q6200940) (← links)
- Dependence properties of bivariate copula families (Q6588434) (← links)
- A variance-based importance index for systems with dependent components (Q6588943) (← links)
- Modeling currency exchange data with asymmetric copula functions (Q6637735) (← links)
