Nonparametric estimation of copula-based measures of multivariate association from contingency tables

DOI10.1080/00949655.2012.727186zbMath1453.62527OpenAlexW2013428142MaRDI QIDQ5219938

Thomas Blumentritt, Friedrich Schmid

Publication date: 9 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2012.727186

zbMATH Keywords

Kendall's tauSpearman's rhocheckerboard copulacopula densityaggregated observationsordinal observationsstandard extension copula

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Contingency tables (62H17)

Related Items (1)

A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho

Cites Work

• Concordance measures for multivariate non-continuous random vectors
• Constraints on concordance measures in bivariate discrete data
• An introduction to copulas.
• Estimating correlation from dichotomized normal variables
• On multivariate Gaussian copulas
• On rank correlation measures for non-continuous random variables
• Multivariate extensions of Spearman's rho and related statistics
• ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS
• Tests of Multivariate Independence for Ordinal Data
• A Primer on Copulas for Count Data
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