Reference : Improved rank-based dependence measures for categorical data
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/2268/24513
Improved rank-based dependence measures for categorical data
English
Vandenhende, François [ > > ]
Lambert, Philippe mailto [Université de Liège - ULg > Institut des sciences humaines et sociales > Méthodes quantitatives en sciences sociales >]
2003
Statistics & Probability Letters
Elsevier Science
63
157-163
Yes (verified by ORBi)
International
0167-7152
Amsterdam
The Netherlands
[en] Bivariate ordinal data ; Dependence ; copula
[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.
http://hdl.handle.net/2268/24513
10.1016/S0167-7152(03)00063-4
http://www.sciencedirect.com/science/article/B6V1D-4816VBS-4/2/9a9c74e342806c800e670cdb29de8ea3

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