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

页码：157 / 163

页数：7

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