Abstract
In this article we propose new methods for finding the direction of dependency between two random variables which are related by a linear function.
Information
Published: 1 January 2010
First available in Project Euclid: 29 November 2010
MathSciNet: MR2808366
Digital Object Identifier: 10.1214/10-IMSCOLL706
Subjects:
Primary:
62J05
Secondary:
62M10
Keywords:
asymptotic interpretation of the correlation coefficient
,
causality
,
correlation coefficient
,
kurtosis coefficient
,
Linear regression
,
response variable coefficient of variation
,
skewness coefficient
Rights: Copyright © 2010, Institute of Mathematical Statistics
