科研之友
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摘要
This article consists of two parts. The first one contains a brief review of global and local dependence measures, including the local Gaussian correlation. For this, the local correlation at a point x is obtained by approximating the given bivariate density f at x by a bivariate Gaussian and then taking the correlation of that bivariate Gaussian as the definition of local Gaussian correlation. The second part consists in a bias study of the local Gaussian correlation. A small simulation experiment is performed. In the Appendix, the possibility of a neighbourhood- free definition of local Gaussian correlation is explored.
- 出版日期2017-3
