Authors: | Siburg, Karl Friedrich Stoimenov, Pavel A. |
Title: | Almost opposite regression dependence in bivariate distributions |
Language (ISO): | en |
Abstract: | Let X,Y be two continuous random variables. Investigating the regression dependence of Y on X, respectively, of X on Y, we show that the two of them can have almost opposite behavior. Indeed, given any e > 0, we construct a bivariate random vector (X,Y) such that the respective regression dependence measures r2|1(X,Y), r1|2(X,Y) ∈ [0,1] introduced in Dette et al. (2013) satisfy r2|1(X,Y) = 1 as well as r1|2(X,Y) <e . |
Subject Headings: | regression |
URI: | http://hdl.handle.net/2003/33564 http://dx.doi.org/10.17877/DE290R-888 |
Issue Date: | 2014-08-08 |
Appears in Collections: | Sonderforschungsbereich (SFB) 823 |
Files in This Item:
File | Description | Size | Format | |
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DP_2714_SFB823_Siburg_Stoimenov.pdf | DNB | 85.64 kB | Adobe PDF | View/Open |
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