A Note on Directional Dependence in Regression Setting

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Analysis of directional dependence using asymmetric copula-based regression models (2014, methodology): “Furthermore, their methods study directional dependence stemming from only the marginal behaviour of the variables, not the joint behaviour, and only work for the skewed data.[4] Sungur [4,5] argued that the best way of understanding the directional dependence between variables is to study the depen”
Asymmetric properties of the Pearson correlation coefficient: Correlation as the negative association between linear regression residuals (2016, background): “However, for the case of non normally distributed variables, Dodge andRousson (2000, 2001) andDodge andYadegari (2010) discussed various asymmetric properties of the Pearson correlation (see also vonEye andDeShon, 2008, 2012;Muddapur, 2003; Sungur, 2005).”