Bounds on Kendall’s tau for zero-inflated continuous variables
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DOI: 10.1016/j.spl.2017.03.005
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References listed on IDEAS
- Klein, Nadja & Denuit, Michel & Lang, Stefan & Kneib, Thomas, 2014. "Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 225-249.
- Denuit, Michel & Lambert, Philippe, 2005. "Constraints on concordance measures in bivariate discrete data," Journal of Multivariate Analysis, Elsevier, vol. 93(1), pages 40-57, March.
- Pimentel, Ronald S. & Niewiadomska-Bugaj, Magdalena & Wang, Jung-Chao, 2015. "Association of zero-inflated continuous variables," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 61-67.
- Klein, Nadja & Denuit, Michel & Lang, Stefan & Kneib, Thomas, 2014. "Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape," LIDAM Reprints ISBA 2014006, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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Cited by:
- Perrone, Elisa & van den Heuvel, Edwin R. & Zhan, Zhuozhao, 2023. "Kendall’s tau estimator for bivariate zero-inflated count data," Statistics & Probability Letters, Elsevier, vol. 199(C).
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More about this item
Keywords
Association measure; Bivariate zero-inflated data; Fréchet–Hoeffding bounds;All these keywords.
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