Improved rank-based dependence measures for categorical data

被引：7
|
作者：
Vandenhende, F
Lambert, P
机构：
[1] Eli Lilly & Co, B-1348 Louvain, Belgium
[2] Catholic Univ Louvain, Inst Stat, B-3000 Louvain, Belgium
来源：
STATISTICS & PROBABILITY LETTERS | 2003年 / 63卷 / 02期
关键词：
bivariate ordinal data; dependence; copula; goodness-of-fit test;
D O I：
10.1016/S0167-7152(03)00063-4
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We extend rank-based dependence measures like Spearman's rho to categorical data so that the same 1 limits are always reached under complete dependence. A goodness-of-fit procedure is derived for dependence models using copulas. (C) 2003 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：157 / 163
页数：7
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