Reference : Improved rank-based dependence measures for categorical data

	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/2268/24513

Title :	Improved rank-based dependence measures for categorical data
Language :	English
Author, co-author :	Vandenhende, François [ > > ]
	Lambert, Philippe [Université de Liège - ULg > Institut des sciences humaines et sociales > Méthodes quantitatives en sciences sociales >]
Publication date :	2003
Journal title :	Statistics & Probability Letters
Publisher :	Elsevier Science
Volume :	63
Pages :	157-163
Peer reviewed :	Yes (verified by ORBi)
Audience :	International
ISSN :	0167-7152
City :	Amsterdam
Country :	The Netherlands
Keywords :	[en] 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.
Permalink :	http://hdl.handle.net/2268/24513
DOI :	10.1016/S0167-7152(03)00063-4
Other URL :	http://www.sciencedirect.com/science/article/B6V1D-4816VBS-4/2/9a9c74e342806c800e670cdb29de8ea3

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