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Article type: Research Article
Authors: Sungur, Engin A.; * | Orth, Jessica M.
Affiliations: Statistics Discipline, University of Minnesota, Morris, MN, USA
Correspondence: [*] Corresponding author: Engin A. Sungur, Statistics Discipline, University of Minnesota, Morris 600 E. 4th Street, Morris, MN 56267, USA. E-mail: sungurea@umn.edu.
Abstract: Understanding and modeling multivariate dependence structures depending upon the direction are challenging but an interest of theoretical and applied researchers. In this article, we introduce a way of looking at directional dependence by using a direction parameter, possibly random in Bayesian setting, expressed as an angle. This construction allows us to model and measure directional dependence in a meaningful way and leads to informative graphical displays. Our focus in this paper will be on the 3-dimensional case.
Keywords: Canonical correlation, copulas, directional dependence, angular correlation, spatial statistics
DOI: 10.3233/MAS-2012-0242
Journal: Model Assisted Statistics and Applications, vol. 7, no. 4, pp. 305-313, 2012
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