On Directional Dependence in a Regression Line

DOI10.1081/STA-120023266MaRDI QIDQ4420251zbMATH OpenFDO

Authors M. V. Muddapur

Publication date 14 August 2003

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

Full work available at URL https://doi.org/10.1081/STA-120023266

zbMATH Keywords

CorrelationDirection dependence regressionLinear regressionResponse variableSkewness

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Linear regression; mixed models (62J05)

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Cites work

• Direction dependence in a regression line

Cited in

(11)

• Asymmetric properties of the Pearson correlation coefficient: correlation as the negative association between linear regression residuals
• New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Function
• Direction dependence in a regression line
• Direction of dependence in measurement error models
• A note on fourth moment-based direction dependence measures when regression errors are non normal
• 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
• A Note on Directional Dependence in Regression Setting
• Analysis of asymmetric financial data with directional dependence measures
• The effect of a single point on correlation and slope
• On direction of dependence

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