Concordance measures for multivariate non-continuous random vectors

DOI10.1016/J.JMVA.2010.06.011MaRDI QIDQ604355zbMATH OpenOpenAlexFDO

Authors Jean-François Quessy, Mhamed Mesfioui

Publication date 10 November 2010

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2010.06.011

zbMATH Keywords

copuladiscontinuous distributionsKendall's taumultivariate concordanceSpearman's footruleSpearman's rho

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Nonparametric inference (62G99) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• A Primer on Copulas for Count Data
• An Introduction to Categorical Data Analysis
• An introduction to copulas.
• Concordance and copulas: a survey
• Constraints on concordance measures in bivariate discrete data
• scientific article; zbMATH DE number 3757528 (Why is no real title available?)
• scientific article; zbMATH DE number 47948 (Why is no real title available?)
• Multivariate concordance
• Multivariate measures of concordance
• Multivariate versions of Blomqvist's beta and Spearman's footrule
• On rank correlation measures for non-continuous random variables
• On the properties of some nonparametric concordance measures in the discrete case
• Tests of multivariate independence for ordinal data

Cited in

(23)

• Multivariate concordance
• Measures of concordance and testing of independence in multivariate structure
• Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance
• Best upper and lower bounds on Spearman's rho for zero-inflated continuous variables and their application to insurance
• Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas
• Bounds on concordance-based validation statistics in regression models for binary responses
• The weighted rank correlation coefficient \(r_{W2}\) in the case of ties
• Maximal coupling of empirical copulas for discrete vectors
• Extensions of subcopulas
• Multivariate measures of concordance
• Multivariate measures of concordance for copulas and their marginals
• On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data
• COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE
• Modelling count data via copulas
• Nonparametric estimation of copula-based measures of multivariate association from contingency tables
• Concordance-based predictive measures in regression models for discrete responses
• On the properties of some nonparametric concordance measures in the discrete case
• On concordance measures for discrete data and dependence properties of Poisson model
• Nonparametric estimation of the multivariate Spearman's footrule: a further discussion
• The checkerboard copula and dependence concepts
• Constraints on concordance measures in bivariate discrete data
• Novel tau-informed initialization for maximum likelihood estimation of copulas with discrete margins
• On rank correlation measures for non-continuous random variables

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