A note on fourth moment-based direction dependence measures when regression errors are non normal

DOI10.1080/03610926.2017.1388403OpenAlexW2761064671MaRDI QIDQ5075557

Wolfgang Wiedermann

Publication date: 16 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1388403

zbMATH Keywords

kurtosisnonnormal errordirection dependenceco-kurtosis

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Diagnostics, and linear inference and regression (62J20)

Uses Software

• R

Cites Work

• Unnamed Item
• Measuring and testing dependence by correlation of distances
• Causal inference in statistics: an overview
• On direction of dependence
• Asymmetric properties of the Pearson correlation coefficient: Correlation as the negative association between linear regression residuals
• Testing independence and goodness-of-fit in linear models
• On Directional Dependence in a Regression Line
• Direction dependence in a regression line
• Significance tests to determine the direction of effects in linear regression models
• Direction of dependence in measurement error models
• Analysis of directional dependence using asymmetric copula-based regression models
• A Note on Directional Dependence in Regression Setting
• SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION
• On Galton's Change From “Reversion” to “Regression”

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