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Local dependence functions for extreme value distributions

Published:2003-12 Issue:10 Volume:30 Page:1081-1100
ISSN:0266-4763
Container-title:Journal of Applied Statistics
language:en
Short-container-title:Journal of Applied Statistics

Author:

Nadarajah Saralees¹,Mitov Kosto²,Kotz Samuel³

Affiliation:

1. a Department of Mathematics , University of South Florida , Tampa , Florida , 33620 , USA

2. b Department of Informatics and Mathematics , Airforce Academy ""G. Benkovski'' , Pleven , Bulgaria

3. c Department of Engineering Management and Systems Engineering , The George Washington University , Washington, DC , 20052 , USA

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/0266476032000107123

Reference15 articles.

1. Correlation Curves: Measures of Association as Functions of Covariate Values

2. Karl Pearson and the Correlation Curve

3. Measuring Local Association: An Introduction to the Correlation Curve

4. Correlation Curves as Local Measures of Variance Explained by Regression

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