Local dependence functions for the elliptically symmetric distributions

zbMATH Open1193.62103MaRDI QIDQ3580407FDOQ3580407

Authors: Samuel Kotz, Saralees Nadarajah 

Publication date: 12 August 2010

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zbMATH Keywords

asymptotic expansionscorrelation coefficientlocal dependence functionelliptically symmetric distributionsbivariaten normal

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cited In (7)

• A new epsilon-local dependence measure and dependence maps
• Miscellanea. The local dependence function
• A local agreement pattern measure based on hazard functions for survival outcomes
• Local dependence functions for extreme value distributions
• A new measure of linear local dependence
• Local dependence functions for some families of bivariate distributions and total positivity
• Estimation of a measure of local correlation for independent samples and time series data

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