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Biometrika 1996 83(4):899-904; doi:10.1093/biomet/83.4.899
© 1996 by Biometrika Trust
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MISCELLANEA

The local dependence function

M. C. JONES

Department of Statistics, The Open University, Walton Hall Milton Keynes MK7 6AA, U.K.

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.

Key Words: Association • Bivariate distribution • Correlation • Kernel smoothing


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