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Kendall’s tau estimator for bivariate zero-inflated count data

Author

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  • Perrone, Elisa
  • van den Heuvel, Edwin R.
  • Zhan, Zhuozhao

Abstract

This paper extends the work of Pimentel et al. (2015), presenting an estimator of Kendall’s τ for bivariate zero-inflated count data. We provide achievable bounds of our proposed estimator and suggest how to estimate them, thereby making the estimator useful in practice.

Suggested Citation

  • 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).
    • Handle: RePEc:eee:stapro:v:199:y:2023:i:c:s0167715223000822
    DOI: 10.1016/j.spl.2023.109858
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    References listed on IDEAS

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    1. Denuit, Michel & Mesfioui, Mhamed, 2017. "Bounds on Kendall’s tau for zero-inflated continuous variables," LIDAM Reprints ISBA 2017013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    2. 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.
    3. Mhamed Mesfioui & Julien Trufin, 2022. "Bounds on Multivariate Kendall’s Tau and Spearman’s Rho for Zero-Inflated Continuous Variables and their Application to Insurance," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 1051-1059, June.
    4. Denuit, Michel M. & Mesfioui, Mhamed, 2017. "Bounds on Kendall’s tau for zero-inflated continuous variables," Statistics & Probability Letters, Elsevier, vol. 126(C), pages 173-178.
    5. 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.
    Full references (including those not matched with items on IDEAS)

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