Constant Local Dependence

M. C. Jones

Journal of Multivariate Analysis, 1998, vol. 64, issue 2, 148-155

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.

Keywords: association; bivariate distribution; correlation (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (8)

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