Almost opposite regression dependence in bivariate distributions

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.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.identifier.uri	http://hdl.handle.net/2003/33564
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-888
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

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