Jones, M. C.
|DOI (Digital Object Identifier) Link:||http://doi.org/10.1006/jmva.1997.1714|
|Google Scholar:||Look up in Google Scholar|
The local dependence function is constant for the bivariate normal distribution. Here we identify all other distributions which also have constant local dependence. The key 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.
|Item Type:||Journal Article|
|Copyright Holders:||1998 Academic Press|
|Keywords:||association; bivariate distribution; correlation|
|Academic Unit/Department:||Mathematics, Computing and Technology > Mathematics and Statistics
Mathematics, Computing and Technology
|Depositing User:||Sarah Frain|
|Date Deposited:||04 May 2011 14:45|
|Last Modified:||15 Jan 2016 15:03|
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