Regression dependence

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dc.contributor.authorSiburg, Karl F.
dc.contributor.authorStoimenov, Pavel A.
dc.date.accessioned2009-07-21T11:28:34Z
dc.date.available2009-07-21T11:28:34Z
dc.date.issued2009-07-21T11:28:34Z
dc.description.abstractThis 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.urihttp://hdl.handle.net/2003/26248
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-529
dc.language.isoen
dc.relation.ispartofseriesPreprints der Fakultät für Mathematik ; 2009-09de
dc.subject.ddc610
dc.titleRegression dependenceen
dc.typeTextde
dc.type.publicationtypepreprinten
dcterms.accessRightsopen access

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