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A Note on Directional Dependence in Regression Setting.

Authors :
Sungur, EnginA.
Source :
Communications in Statistics: Theory & Methods. Sep2005, Vol. 34 Issue 9/10, p1957-1965. 9p.
Publication Year :
2005

Abstract

In this article, we define and study the concept of directional dependence in bivariate regression setting by using copulas. We consider two cases of directional dependence; one originating from marginals and the other originating from the joint behavior of variables. We also generalize and clarify the results given by Dodge and Rousson (2000) and Muddapur (2003). [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
*REGRESSION analysis
*COPULA functions
*DISTRIBUTION (Probability theory)
*MATHEMATICAL variables
*STATISTICS

Details

Language :
English
ISSN :
03610926
Volume :
34
Issue :
9/10
Database :
Academic Search Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
18333885
Full Text :
https://doi.org/10.1080/03610920500201228
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