Constraints on concordance measures in bivariate discrete data

DOI10.1016/J.JMVA.2004.01.004MaRDI QIDQ707394zbMATH OpenOpenAlexFDO

Authors Philippe Lambert, Michel Denuit

Publication date 9 February 2005

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

Full work available at URL https://doi.org/10.1016/j.jmva.2004.01.004

zbMATH Keywords

Kendall's tauBivariate discreteConcordanceCopulaDependence

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• On the properties of some nonparametric concordance measures in the discrete case
• Concordance-based predictive measures in regression models for discrete responses
• Characterizations of degree one bivariate measures of concordance
• Concordance measures for multivariate non-continuous random vectors
• scientific article; zbMATH DE number 3932217
• Multivariate measures of concordance
• An axiomatic analysis of concordance-discordance relations
• On concordance measures for discrete data and dependence properties of Poisson model
• Copula-induced measures of concordance
• Measures of concordance and testing of independence in multivariate structure

Cites work

• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 3932217 (Why is no real title available?)
• scientific article; zbMATH DE number 1324450 (Why is no real title available?)
• scientific article; zbMATH DE number 882706 (Why is no real title available?)
• FIDUCIAL LIMITS OF THE PARAMETER OF A DISCONTINUOUS DISTRIBUTION
• Improved rank-based dependence measures for categorical data.
• Inequalities for distributions with given marginals
• Measures of Association for Cross Classifications
• On nonparametric measures of dependence for random variables
• Partial orderings of permutations and monotonicity of a rank correlation statistic
• THE TREATMENT OF TIES IN RANKING PROBLEMS
• The Estimation and Comparison of Strengths of Association in Contingency Tables

Cited in

(63)

• Pair copula constructions for multivariate discrete data
• Asymptotic behavior of the empirical multilinear copula process under broad conditions
• On the exploration of regression dependence structures in multidimensional contingency tables with ordinal response variables
• Concordance-based predictive measures in regression models for discrete responses
• On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins
• Multivariate reduced rank regression in non-Gaussian contexts, using copulas
• Limitations and performance of three approaches to Bayesian inference for Gaussian copula regression models of discrete data
• Nonparametric estimation of copula-based measures of multivariate association from contingency tables
• Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution
• Modeling multivariate count data using copulas
• Asymptotic normality and parameter change test for bivariate Poisson INGARCH models
• A new marked point process model for the federal funds rate target: methodology and forecast evaluation
• Modelling count data via copulas
• Multivariate count autoregression
• A copula-based portrayal of the collider bias
• GAMLSS for Longitudinal Multivariate Claim Count Models
• Copula in a multivariate mixed discrete-continuous model
• Nonparametric estimation of copula regression models with discrete outcomes
• On the \(r\mathcal{B}ell\) family of distributions with actuarial applications
• Partial identification of latent correlations with ordinal data
• On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables
• Tests of multivariate independence for ordinal data
• Bounds on concordance-based validation statistics in regression models for binary responses
• Joint regression analysis for discrete longitudinal data
• Bivariate Mixed Poisson Regression Models with Varying Dispersion
• Longitudinal modeling of insurance claim counts using jitters
• Maximum likelihood estimation of regression parameters with spatially dependent discrete data
• On concordance measures for discrete data and dependence properties of Poisson model
• Kendall's tau estimator for bivariate zero-inflated count data
• Sklar's theorem derived using probabilistic continuation and two consistency results
• Analysis of directional dependence using asymmetric copula-based regression models
• Statistical analysis of multivariate discrete-valued time series
• 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
• On the properties of some nonparametric concordance measures in the discrete case
• Bayesian geostatistical modeling for discrete-valued processes
• Joint species distribution modeling with competition for space
• Bayesian Multivariate Mixed Poisson Models with Copula-Based Mixture
• scientific article; zbMATH DE number 7578286 (Why is no real title available?)
• Concordance measures for multivariate non-continuous random vectors
• Bounds on Kendall's tau for zero-inflated continuous variables
• A generic approach to nonparametric function estimation with mixed data
• Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas
• SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION
• Estimation of copula models with discrete margins via Bayesian data augmentation
• Copula-Based Models for Multivariate Discrete Response Data
• A Primer on Copulas for Count Data
• MDCgo takes up the association/correlation challenge for grouped ordinal data
• Copula-based regression models: a survey
• On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood
• Goodness of fit test for discrete random variables
• Regression in a copula model for bivariate count data
• Finite normal mixture copulas for multivariate discrete data modeling
• Max-factor individual risk models with application to credit portfolios
• On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data
• A new family of Archimedean copulas: the truncated-Poisson family of copulas
• A review of multivariate distributions for count data derived from the Poisson distribution
• Copula modeling for discrete random vectors
• On rank correlation measures for non-continuous random variables
• Discussion: Statistical models and methods for dependence in insurance data
• Multivariate negative binomial models for insurance claim counts
• Archimedean copula estimation using Bayesian splines smoothing techniques
• Association of zero-inflated continuous variables

This page was built for publication: Constraints on concordance measures in bivariate discrete data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q707394)