Concordance measures for multivariate non-continuous random vectors
DOI10.1016/J.JMVA.2010.06.011zbMATH Open1207.62129OpenAlexW1997028947MaRDI QIDQ604355FDOQ604355
Mhamed Mesfioui, Jean-François Quessy
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
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copulaKendall's tauSpearman's footruleSpearman's rhomultivariate concordancediscontinuous distributions
Measures of association (correlation, canonical correlation, etc.) (62H20) Inequalities; stochastic orderings (60E15) Nonparametric inference (62G99)
Cites Work
- A Primer on Copulas for Count Data
- An introduction to copulas.
- Constraints on concordance measures in bivariate discrete data
- On rank correlation measures for non-continuous random variables
- Multivariate concordance
- Multivariate measures of concordance
- Multivariate versions of Blomqvist's beta and Spearman's footrule
- Title not available (Why is that?)
- Title not available (Why is that?)
- Concordance and copulas: a survey
- An Introduction to Categorical Data Analysis
- Tests of multivariate independence for ordinal data
- On the properties of some nonparametric concordance measures in the discrete case
Cited In (18)
- Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas
- Concordance-based predictive measures in regression models for discrete responses
- Nonparametric estimation of copula-based measures of multivariate association from contingency tables
- Nonparametric estimation of the multivariate Spearman's footrule: a further discussion
- Modelling count data via copulas
- The weighted rank correlation coefficient \(r_{W2}\) in the case of ties
- COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE
- Bounds on concordance-based validation statistics in regression models for binary responses
- Multivariate measures of concordance
- Extensions of subcopulas
- On the properties of some nonparametric concordance measures in the discrete case
- Maximal coupling of empirical copulas for discrete vectors
- Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance
- Multivariate measures of concordance for copulas and their marginals
- Best upper and lower bounds on Spearman's rho for zero-inflated continuous variables and their application to insurance
- Constraints on concordance measures in bivariate discrete data
- On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data
- On rank correlation measures for non-continuous random variables
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