Bounds on Spearman's rho when at least one random variable is discrete

DOI10.1007/s13385-021-00289-8zbMath1493.62590OpenAlexW3189373754MaRDI QIDQ2157228

Pierre Zuyderhoff, Julien Trufin, M'hamed Mesfioui

Publication date: 27 July 2022

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/336577/3/Spearman_DiscreteVariable_EAJ_Revision.pdf

zbMATH Keywords

upper boundslower boundsdiscrete variablesSpearman's rhoconcordance and discordance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Actuarial mathematics (91G05)

Related Items (2)

Bivariate Mixed Poisson Regression Models with Varying Dispersion ⋮ Kendall's tau estimator for bivariate zero-inflated count data

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On rank correlation measures for non-continuous random variables
• The concept of comonotonicity in actuarial science and finance: theory.
• Bounds on concordance-based validation statistics in regression models for binary responses
• Generalized linear models for dependent frequency and severity of insurance claims
• Spearman's ρ is larger than kendall's τ for positively dependent random variables
• Spatial modelling of claim frequency and claim size in non-life insurance
• Concordance-based predictive measures in regression models for discrete responses
• On the Exact Region Determined by Kendall's τ and Spearman's ρ
• On the properties of some nonparametric concordance measures in the discrete case

This page was built for publication: Bounds on Spearman's rho when at least one random variable is discrete