Constant local dependence

Jones, M. C. (1998). Constant local dependence. Journal of Multivariate Analysis, 64(2) pp. 148–155.

DOI: https://doi.org/10.1006/jmva.1997.1714

Abstract

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.

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About

• Item ORO ID
• 24033
• Item Type
• Journal Item
• ISSN
• 0047-259X
• Keywords
• association; bivariate distribution; correlation
• Academic Unit or School
• Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
  Faculty of Science, Technology, Engineering and Mathematics (STEM)
• Copyright Holders
• © 1998 Academic Press
• Depositing User
• Sarah Frain