The following pages link to Constant local dependence (Q1383918):
Displaying 15 items.
- Bivariate odds ratio and association measures (Q451487) (← links)
- Local Gaussian correlation: a new measure of dependence (Q528115) (← links)
- Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (Q746325) (← links)
- Local dependence functions for some families of bivariate distributions and total positivity (Q972175) (← links)
- Structural decompositions of multivariate distributions with applications in moment and cumulant. (Q1427528) (← links)
- A study of bivariate generalized Pareto distribution and its dependence structure among model parameters (Q2061759) (← links)
- The bivariate lack-of-memory distributions (Q2300080) (← links)
- Reliability characteristics of Farlie–Gumbel–Morgenstern family of bivariate distributions (Q2811439) (← links)
- Copulas: A Review and Recent Developments (Q3424143) (← links)
- Local dependence functions for extreme value distributions (Q3591883) (← links)
- Miscellanea. The local dependence function (Q4364945) (← links)
- Graphical models for skew‐normal variates (Q4455940) (← links)
- Log-concavity and other concepts of bivariate increasing failure rate distributions (Q5086993) (← links)
- Characterizations Using Local Dependence Function (Q5290394) (← links)
- Local dependence test between random vectors based on the robust conditional Spearman's \(\rho\) and Kendall's \(\tau\) (Q6173968) (← links)
