A Note on Directional Dependence in Regression Setting

DOI10.1080/03610920500201228MaRDI QIDQ5697393zbMATH OpenOpenAlexFDO

Authors Engin A. Sungur

Publication date 17 October 2005

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

Full work available at URL https://doi.org/10.1080/03610920500201228

zbMATH Keywords

copulascorrelationdirectional dependenceregression function

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Measures of association (correlation, canonical correlation, etc.) (62H20) Linear regression; mixed models (62J05)

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Cites work

• A new class of bivariate copulas.
• A new family of positive quadrant dependent bivariate distributions
• Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
• Direction dependence in a regression line
• On Directional Dependence in a Regression Line

Cited in

(30)

• On multivariate asymmetric dependence using multivariate skew-normal copula-based regression
• Directional dependence of random vectors
• Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas
• On the copula correlation ratio and its generalization
• Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula
• Asymmetric properties of the Pearson correlation coefficient: correlation as the negative association between linear regression residuals
• Directional dependence via Gaussian copula beta regression model with asymmetric GARCH marginals
• Directional Dependence of Genes Using Survival Truncated FGM Type Modification Copulas
• On Directional Dependence in a Regression Line
• Direction dependence in a regression line
• The information for the direction of dependence in l₁regression
• On the Asymptotic Efficiency of Directional Models Checks for Regression
• A copula-based non-parametric measure of regression dependence
• A note on fourth moment-based direction dependence measures when regression errors are non normal
• Copula directional dependence of discrete time series marginals
• Direction dependence in statistical modeling. Methods of analysis
• Understanding directional dependence through angular correlation
• Analysis of directional dependence using asymmetric copula-based regression models
• A Remark on the Paper “A Note on Directional Dependence in Regression Setting” By Engin A. Sungur
• Quantifying directed dependence via dimension reduction
• Dependence properties of bivariate copula families
• A variance-based importance index for systems with dependent components
• Modeling currency exchange data with asymmetric copula functions
• Quantifying and estimating dependence via sensitivity of conditional distributions
• A Class of Regression Association Measures based on Concordance
• Multivariate copula-based conditional quantiles: analytic higher-order moments and ratio estimation approaches
• Analysis of asymmetric financial data with directional dependence measures
• Measuring multivariate regression association via spatial sign
• Does x at time 1 cause y at time 2? Longitudinal causal learning with hidden confounders
• Almost opposite regression dependence in bivariate distributions

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