Regression dependence

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DC Field	Value	Language
dc.contributor.author	Siburg, Karl F.	de
dc.contributor.author	Stoimenov, Pavel A.	de
dc.date.accessioned	2009-10-29T10:00:25Z	-
dc.date.available	2009-10-29T10:00:25Z	-
dc.date.issued	2009	de
dc.identifier.uri	http://hdl.handle.net/2003/26474	-
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-12669	-
dc.description.abstract	This paper presents a framework for comparing bivariate distributions according to their degree of regression dependence. We introduce the general concept of a regression dependence order (RDO) and provide two examples of RDOs. In addition, we define a new nonparametric measure of regression dependence and study its properties. Beside being monotone in the new RDOs, the measure takes on its extreme values precisely at independence and almost sure functional dependence, respectively. Finally, a consistent nonparametric estimator of the new measure is constructed.	en
dc.language.iso	en	de
dc.relation.ispartofseries	Discussion Paper / SFB 823; 10/2009	de
dc.subject.ddc	310	de
dc.subject.ddc	330	de
dc.subject.ddc	620	de
dc.title	Regression dependence	en
dc.type	Text	de
dc.type.publicationtype	report	de
dcterms.accessRights	open access	-
Appears in Collections:	Sonderforschungsbereich (SFB) 823

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