Estimating correlation from dichotomized normal variables

DOI10.1016/J.JSPI.2009.05.031zbMath1169.62056OpenAlexW2014275439MaRDI QIDQ840732

Jean-Marc Lévesque, Christian Genest

Publication date: 14 September 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.05.031

zbMATH Keywords

copulaANOVAbivariate normalityPearson's correlationcontinuous scoresdichotomizationtetrachoric correlation coefficient

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Monte Carlo methods (65C05) Contingency tables (62H17) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (1)

Nonparametric estimation of copula-based measures of multivariate association from contingency tables

Uses Software

• QRM

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The meta-elliptical distributions with given marginals
• A characterization of Gumbel's family of extreme value distributions
• A parametric bootstrap approach for ANOVA with unequal variances: fixed and random models
• An introduction to copulas. Properties and applications
• Elliptical copulas: Applicability and limitations.
• The t Copula and Related Copulas
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Bivariate Survival Models Induced by Frailties
• Families of Multivariate Distributions
• Statistical Modeling and Analysis for Complex Data Problems
• Understanding Relationships Using Copulas

This page was built for publication: Estimating correlation from dichotomized normal variables