A Note on Directional Dependence in Regression Setting

DOI10.1080/03610920500201228zbMath1075.62045OpenAlexW2077880535MaRDI QIDQ5697393

Engin A. Sungur

Publication date: 17 October 2005

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

Full work available at URL: https://doi.org/10.1080/03610920500201228

zbMATH Keywords

correlationcopulasregression functiondirectional dependence

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (11)

A note on fourth moment-based direction dependence measures when regression errors are non normal ⋮ Copula directional dependence of discrete time series marginals ⋮ On multivariate asymmetric dependence using multivariate skew-normal copula-based regression ⋮ Quantifying directed dependence via dimension reduction ⋮ Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas ⋮ On the copula correlation ratio and its generalization ⋮ Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula ⋮ A Remark on the Paper “A Note on Directional Dependence in Regression Setting” By Engin A. Sungur ⋮ Analysis of directional dependence using asymmetric copula-based regression models ⋮ Directional Dependence of Genes Using Survival Truncated FGM Type Modification Copulas ⋮ Asymmetric properties of the Pearson correlation coefficient: Correlation as the negative association between linear regression residuals

Cites Work

• Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
• A new class of bivariate copulas.
• A new family of positive quadrant dependent bivariate distributions
• On Directional Dependence in a Regression Line
• Direction dependence in a regression line

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