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 normalityasymptotic simultaneous confidence intervalsconditional residual varianceconsistencycorrelation curvecovariate spaceGalton-Pearson correlationheterocorrelaticityinvariance properties of correlationkernel estimateslocal correlationnearest-neighbor estimatesregression sloperesidual variancesquared correlation curvevariancevariance explained to total variance formula

Mathematics Subject Classification ID

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

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• Applied regression analysis bibliography update 1994-97
• Karl Pearson and the Correlation Curve
• Local Gaussian correlation: a new measure of dependence
• Correlation curve estimation for multiplicative distortion measurement errors data
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• Measures of conditional dependence for nonlinearity, asymmetry and beyond
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• Non parametric regression models with additive distortions
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• Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation
• Analysis of variance, coefficient of determination and F-test for local polynomial regression
• Functional linear regression analysis for longitudinal data
• Local dependence functions for some families of bivariate distributions and total positivity

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