Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Siburg, Karl Friedrich | - |
dc.contributor.author | Stoimenov, Pavel A. | - |
dc.date.accessioned | 2014-08-08T07:19:20Z | - |
dc.date.available | 2014-08-08T07:19:20Z | - |
dc.date.issued | 2014-08-08 | - |
dc.identifier.uri | http://hdl.handle.net/2003/33564 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-888 | - |
dc.description.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 . | en |
dc.language.iso | en | de |
dc.relation.ispartofseries | Discussion Paper / SFB 823;27/2014 | - |
dc.subject | regression | en |
dc.subject.ddc | 310 | - |
dc.subject.ddc | 330 | - |
dc.subject.ddc | 620 | - |
dc.title | Almost opposite regression dependence in bivariate distributions | en |
dc.type | Text | de |
dc.type.publicationtype | workingPaper | de |
dcterms.accessRights | open access | - |
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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