期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2003
卷号：65
期号：01
页码：179--195
出版社：Indian Statistical Institute
摘要：Bairamov {\it et al.} (2000) introduced a measure of local dependence which is a localized version of the Galton correlation coefficient. In this paper we: 1) provide a motivation for this new measure; 2) derive the exact form of the measure for the class of elliptically symmetric distributions; and, 3) provide an application of the new measure to the theory for ordering of bivariate dependence (this involves defining three new concepts for ordering of bivariate dependence and deriving certain asymptotic expansions). We illustrate the results for five examples of elliptically symmetric distributions.
