Correlation Curves as Local Measures of Variance Explained by Regression

DOI10.2307/2290860MaRDI QIDQ4305729zbMATH OpenOpenAlexFDO

Authors Kjell A. Doksum, Stephen Blyth, Eric T. Bradlow, Hongyu Zhao, Xiao-Li Meng

Publication date 5 January 1995

Full work available at URL https://doi.org/10.2307/2290860

zbMATH Keywords

asymptotic normalityconsistencyvariancekernel estimatescorrelation curvelocal correlationresidual varianceheterocorrelaticityasymptotic simultaneous confidence intervalscovariate spacenearest-neighbor estimatesregression slopeconditional residual varianceGalton-Pearson correlationinvariance properties of correlationsquared correlation curvevariance explained to total variance formula

Mathematics Subject Classification ID

Density estimation (62G07) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited in

(25)

• Logarithmic calibration for nonparametric multiplicative distortion measurement errors models
• Measures of conditional dependence for nonlinearity, asymmetry and beyond
• Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation
• Bivariate Conway-Maxwell Poisson distributions with given marginals and correlation
• A smooth simultaneous confidence band for correlation curve
• On local moments
• Curve of correlation for time series
• Statistical models for e-learning data
• Non parametric regression models with additive distortions
• A nonparametric approach to measuring the sensitivity of an asset's return to the market
• Local dependence functions for extreme value distributions
• Extended rank analysis of covariance adjusting for local correlations
• Global correlation and uncertainty accounting
• Heritability curves: a local measure of heritability in family models
• Copulas: A Review and Recent Developments
• Functional linear regression analysis for longitudinal data
• Local dependence functions for some families of bivariate distributions and total positivity
• Correlation curve estimation for multiplicative distortion measurement errors data
• Bootstrap confidence interval for a correlation curve
• Applied regression analysis bibliography update 1994-97
• Correlation curves: Measures of association as functions of covariate values
• Neighborhood correlation
• Estimating the conditional variance ofY, givenX, in a simple regression model
• Analysis of variance, coefficient of determination and F-test for local polynomial regression
• Local Gaussian correlation: a new measure of dependence

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