Regression dependence

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.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.identifier.uri	http://hdl.handle.net/2003/26474
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-12669
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
eldorado.dnb.deposit	true

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