The local dependence function

Jones, M. C. (1996). The local dependence function. Biometrika, 83(4) pp. 899–904.

DOI: https://doi.org/10.1093/biomet/83.4.899

Abstract

In the context of recent interest in extending scalar association measures to local association functions, attention is drawn to the local dependence function, the mixed partial derivative of the log density, proposed by Holland & Wang (1987). We provide an alternative motivation to that provided by Holland & Wang. We also describe a few basic properties of the local dependence function, and indicate how it may be estimated from data.

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