Constant local dependence

JOURNAL OF MULTIVARIATE ANALYSIS

卷:64

Article

Jones, MC

关键词: association;    bivariate distribution;    correlation;   

DOI  :  10.1006/jmva.1997.1714

来源: Elsevier

【 摘 要 】

The local dependence function is constant for the bivariate normal distribution. Here we identify all other distributions which also have constant local dependence. The kev property is exponential family conditional distributions and a linear conditional mean. When given two marginal distributions only, this characterisation is not very helpful, and numerical solutions are necessary. (C) 1998 Academic Press.

【 授权许可】

Free