Collapsibility of distribution dependence

Zongming Ma, Xianchao Xie and Zhi Geng

Journal of the Royal Statistical Society Series B, 2006, vol. 68, issue 1, 127-133

Abstract: Summary. Cox and Wermuth proposed that the partial derivative of the conditional distribution function of a random variable Y given another X is used for measuring association between two variables with arbitrary distributions. The paper presents a necessary and sufficient condition for uniform collapsibility of this association measure over a third variable W.

Date: 2006
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https://doi.org/10.1111/j.1467-9868.2005.00536.x

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