Constant local dependence

DOI10.1006/jmva.1997.1714zbMath0895.62054OpenAlexW2065850292MaRDI QIDQ1383918

M. C. Jones

Publication date: 13 September 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1714

zbMATH Keywords

correlationcharacterisationassociationbivariate distribution

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (14)

Characterizations Using Local Dependence Function ⋮ Log-concavity and other concepts of bivariate increasing failure rate distributions ⋮ Local dependence test between random vectors based on the robust conditional Spearman's \(\rho\) and Kendall's \(\tau\) ⋮ Bivariate odds ratio and association measures ⋮ Structural decompositions of multivariate distributions with applications in moment and cumulant. ⋮ Local Gaussian correlation: a new measure of dependence ⋮ Local dependence functions for some families of bivariate distributions and total positivity ⋮ Local dependence functions for extreme value distributions ⋮ Reliability characteristics of Farlie–Gumbel–Morgenstern family of bivariate distributions ⋮ The bivariate lack-of-memory distributions ⋮ Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation ⋮ Graphical models for skew‐normal variates ⋮ A study of bivariate generalized Pareto distribution and its dependence structure among model parameters ⋮ Copulas: A Review and Recent Developments

Cites Work

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