Chi-plots for assessing dependence

Abstract

This paper presents a graphical method to be used, in conjunction with a scatterplot, to investigate possible association of two variates as manifested in a sample of bivariate measurements. The method is designed so that the plot is approximately horizontal under independence, and under various forms of association it produces corresponding characteristic patterns. Examples given include application to study of regression residuals, dependence of two spatial point processes, serial association of time series, and comparison of two time series.