Estimation of a measure of local correlation for independent samples and time series data

dc.creatorLatif, Sumaia Abdel
dc.creatorMorettin, Pedro Alberto
dc.date.accessioned2014-10-09T13:49:57Z
dc.date.accessioned2018-07-04T16:50:27Z
dc.date.available2014-10-09T13:49:57Z
dc.date.available2018-07-04T16:50:27Z
dc.date.created2014-10-09T13:49:57Z
dc.date.issued2013
dc.identifierSankhya B, Calcutta, v. 75, n. 1, p.42–64, 2013
dc.identifier0976-8386
dc.identifierhttp://www.producao.usp.br/handle/BDPI/46309
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1641086
dc.description.abstractDifferent from measures of global dependence, measures of local dependence evaluate the dependence along the support of the variables. The aim of this paper is to study a measure of local dependence proposed by Bairamov, Kotz and Kozubowski (2003) in the context of variables not indexed by time and also for stationary time series. We propose similar estimators for both cases. The consistency of the estimators are obtained, and their behavior are studied through simulations. Some empirical illustrations are provided
dc.languageeng
dc.publisherSpringer (India)
dc.publisherCalcutta
dc.relationSankhya B
dc.rightsCopyright Indian Statistical Institute
dc.rightsrestrictedAccess
dc.subjectLocal dependence
dc.subjectNonparametric estimation
dc.subjectKernel
dc.subjectTime series
dc.titleEstimation of a measure of local correlation for independent samples and time series data
dc.typeArtículos de revistas


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