Tests of multivariate independence for ordinal data

DOI10.1080/03610920802601349MaRDI QIDQ3652684zbMATH OpenOpenAlexFDO

Authors Jean-François Quessy

Publication date 16 December 2009

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920802601349

zbMATH Keywords

contiguous alternativescopula-based discrete modelsKendall's taumultivariate Poisson distributionordinal dataSpearman's rhotables

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

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Cited in

(15)

• Multiple testing in ordinal data models
• Measures of concordance and testing of independence in multivariate structure
• MDCgo takes up the association/correlation challenge for grouped ordinal data
• Ordinal pattern dependence as a multivariate dependence measure
• A consistent test of independence based on a sign covariance related to Kendall's tau
• scientific article; zbMATH DE number 1807483 (Why is no real title available?)
• Dealing with real ordinal data: recent advances in analyzing tied, censored, and multivariate observations
• Moment-based multivariate permutation tests for ordinal categorical data
• On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data
• On the empirical multilinear copula process for count data
• On the Application of Conditional Independence to Ordinal Data
• Testing for measurement invariance with respect to an ordinal variable
• Modelling count data via copulas
• Nonparametric estimation of copula-based measures of multivariate association from contingency tables
• Concordance measures for multivariate non-continuous random vectors

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