Collapsibility of distribution dependence

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". Copyright 2006 Royal Statistical Society.

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Year of publication:	2006
Authors:	Ma, Zongming ; Xie, Xianchao ; Geng, Zhi
Published in:	Journal of the Royal Statistical Society Series B. - Royal Statistical Society - RSS, ISSN 1369-7412. - Vol. 68.2006, 1, p. 127-133
Publisher:	Royal Statistical Society - RSS

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005140249