Miscellanea. The local dependence function

DOI10.1093/BIOMET/83.4.899MaRDI QIDQ4364945zbMATH OpenOpenAlexFDO

Authors M. C. Jones

Publication date 23 March 1998

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/83.4.899

zbMATH Keywords

correlationassociationkernel smoothingbivariate distribution

Mathematics Subject Classification ID

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

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Cited in

(34)

• A dependent bivariate \(t\) distribution with marginals on different degrees of freedom
• Marginal replacement in multivariate densities, with application to skewing spherically symmetric distributions
• A new epsilon-local dependence measure and dependence maps
• Measures of conditional dependence for nonlinearity, asymmetry and beyond
• Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation
• Local dependence functions for the elliptically symmetric distributions
• Cloning of distributions
• The bivariate lack-of-memory distributions
• Local Kendall's tau
• On an interaction function for copulas
• Multi-Panel Kendall plot in light of an ROC curve analysis applied to measuring dependence
• On local moments
• Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond
• Local dependence test between random vectors based on the robust conditional Spearman's \(\rho\) and Kendall's \(\tau\)
• Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation
• Local linear dependence seen through duality. I
• A local agreement pattern measure based on hazard functions for survival outcomes
• Bivariate odds ratio and association measures
• Characterizations Using Local Dependence Function
• Local dependence functions for extreme value distributions
• Local linear correlation for measuring local association
• On multivariate order statistics. Application to ranked set sampling
• A bifurcation theory for a class of discrete time Markovian stochastic systems
• Constant local dependence
• Stochastic copula modelling of multivariate Johnson's systems of distribution
• On a class of circulas: copulas for circular distributions
• A study of bivariate generalized Pareto distribution and its dependence structure among model parameters
• Local dependence functions for some families of bivariate distributions and total positivity
• A local form of the Phragmén‐lindelöf indicator
• Some properties of local Gaussian correlation and other nonlinear dependence measures
• Statistical dependence: beyond Pearson's
• Quantile dependence: a generalization of upper and lower tail dependence
• The sinh-arcsinhed logistic family of distributions: properties and inference
• Local Gaussian correlation: a new measure of dependence

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