A NEW MEASURE OF LINEAR LOCAL DEPENDENCE
Authors:
Ismihan Bairamov a;
Samuel Kotz b;
Tomasz Kozubowski c
| Affiliations: | a Izmir University of Economics Department of Mathematics Sakarya Caddesi 156 Izmir Turkey 35330. |
| b George Washington University Dept. of Engineering Management and Systems Engineering, School of Engineering and Applied Science 1776/G Street, N.W. Washington, DC USA 20052. | |
| c University of Nevada Dept. of Mathematics/084 Reno NV USA 89557-0045. |
DOI:
10.1080/0233188021000011839
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
Previously published as:
Mathematische Operationsforschung Statistik
(0047-6277)
until 1977
Previously published as:
Series Statistics
(0323-3944)
until 1985
View Article:
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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.
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| Keywords: Association; Bivariate Distribution; Correlation; Dependence |
| view citations (1) |

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