Article (Scientific journals)
Improved rank-based dependence measures for categorical data
Vandenhende, François; Lambert, Philippe
2003In Statistics and Probability Letters, 63, p. 157-163
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Keywords :
Bivariate ordinal data; Dependence; copula
Abstract :
[en] 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.
Disciplines :
Mathematics
Author, co-author :
Vandenhende, François
Lambert, Philippe  ;  Université de Liège - ULiège > Institut des sciences humaines et sociales > Méthodes quantitatives en sciences sociales
Language :
English
Title :
Improved rank-based dependence measures for categorical data
Publication date :
2003
Journal title :
Statistics and Probability Letters
ISSN :
0167-7152
Publisher :
Elsevier Science, Amsterdam, Netherlands
Volume :
63
Pages :
157-163
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBi :
since 29 September 2009

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