A note on directional dependence in regression setting

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Abstract

In this article, we define and study the concept of directional dependence in bivariate regression setting by using copulas. We consider two cases of directional dependence; one originating from marginals and the other originating from the joint behavior of variables. We also generalize and clarify the results given by Dodge and Rousson (2000) and Muddapur (2003).

Original languageEnglish (US)
Pages (from-to)1957-1965
Number of pages9
JournalCommunications in Statistics - Theory and Methods
Volume34
Issue number9-10
DOIs
StatePublished - Oct 7 2005

Keywords

  • Copulas
  • Correlation
  • Directional dependence
  • Regression function

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