相关论文: Rank-based concordance for zero-inflated data: New…
We propose an alternative formulation of Spearman's rho for zero-inflated count data. The formulation yields an estimator with explicitly attainable bounds, facilitating interpretation in settings where the standard range [-1,1] is no…
Concordance measures are used to express the degree of association between random variables. Practitioners may use several distinct concordance measures to narrow the space of possible dependence structures. Consequently, the relations…
Kendall's tau and Spearman's rho are widely used tools for measuring dependence. Surprisingly, when it comes to asymptotic inference for these rank correlations, some fundamental results and methods have not yet been developed, in…
A fundamental problem in statistics is measuring the correlation between two rankings of a set of items. Kendall's $\tau$ and Spearman's $\rho$ are well established correlation coefficients whose symmetric structure guarantees zero expected…
Copulas are becoming an essential tool in analyzing data thus encouraging interest in related questions. In the early stage of exploratory data analysis, say, it is helpful to know local copula bounds with a fixed value of a given measure…
Copula models have been widely used to model the dependence between continuous random variables, but modeling count data via copulas has recently become popular in the statistics literature. Spearman's rho is an appropriate and effective…
Measures of rank correlation are commonly used in statistics to capture the degree of concordance between two orderings of the same set of items. Standard measures like Kendall's tau and Spearman's rho coefficient put equal emphasis on each…
In the present paper we propose and study estimators for a wide class of bivariate measures of concordance for copulas. These measures of concordance are generated by a copula and generalize Spearman's rho and Gini's gamma. In the case of…
An investigation is presented of how a comprehensive choice of five most important measures of concordance (namely Spearman's rho, Kendall's tau, Gini's gamma, Blomqvist's beta, and their weaker counterpart Spearman's footrule) relate to…
In this paper we propose a class of weighted rank correlation coefficients extending the Spearman's rho. The proposed class constructed by giving suitable weights to the distance between two sets of ranks to place more emphasis on items…
Standard Gini covariance and Gini correlation play important roles in measuring the dependence of random variables with heavy tails. However, the asymmetry brings a substantial difficulty in interpretation. In this paper, we propose a…
This work studies exact bounds of Spearman's footrule between two partially observed $n$-dimensional distinct real-valued vectors $X$ and $Y$. The lower bound is obtained by sequentially constructing imputations of the partially observed…
Logistic regression model is widely used in many studies to investigate the relationship between a binary response variable Y and a set of potential predictors $X_1,\ldots, X_p$ (for example: $Y = 1$ if the outcome occurred and $Y = 0$…
In this work, we show that Spearman's correlation coefficient test about $H_0:\rho_s=0$ found in most statistical software packages is theoretically incorrect and performs poorly when bivariate normality assumptions are not met or the…
We compare measures of concordance that arise as Pearson's linear correlation coefficient between two random variables transformed so that they follow the so-called concordance-inducing distributions. The class of such transformed rank…
This paper describes how to analyze the influence of Earth system variables on the errors when providing temperature forecasts. The initial framework to get the data has been based on previous research work, which resulted in a very…
A class of tests for change-point detection designed to be particularly sensitive to changes in the cross-sectional rank correlation of multivariate time series is proposed. The derived procedures are based on several multivariate…
Zero-inflated outcomes, where responses are zero with positive probability and otherwise continuous, are common in biomedical, environmental, and social science studies. We propose a conformal prediction based framework that provides…
Spearman's rank correlation test is commonly used in astronomy to discern whether a set of two variables are correlated or not. Unlike most other quantities quoted in astronomical literature, the Spearman's rank correlation coefficient is…
Measures of concordance have been widely used in insurance and risk management to summarize non-linear dependence among risks modeled by random variables, which Pearson's correlation coefficient cannot capture. However, popular measures of…