A new measure of linear local dependence

作者：Bairamov I; Kotz S; Kozubowski TJ^*

来源：Statistics, 2003, 37(3): 243-258.

DOI：10.1080/0233188021000011839

• association
• bivariate distribution
• correlation
• dependence

A new local dependence function based on regression concepts is introduced. This function can characterize the dependence structure of two random variables localized at the fixed point. Some properties of the local dependence function are given. Examples of important bivariate distributions are provided.

• 出版日期2003-6