Bounds on Kendall's tau for zero-inflated continuous variables

DOI10.1016/J.SPL.2017.03.005zbMath1381.62129OpenAlexW2603807184MaRDI QIDQ2405936

M'hamed Mesfioui, Michel M. Denuit

Publication date: 28 September 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.03.005

zbMATH Keywords

association measureFréchet-Hoeffding boundsbivariate zero-inflated data

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (4)

Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance ⋮ Best upper and lower bounds on Spearman's rho for zero-inflated continuous variables and their application to insurance ⋮ Geometric Pólya-Aeppli process ⋮ Kendall's tau estimator for bivariate zero-inflated count data

Cites Work

• Constraints on concordance measures in bivariate discrete data
• Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
• Association of zero-inflated continuous variables
• On the properties of some nonparametric concordance measures in the discrete case

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