On concordance measures for discrete data and dependence properties of Poisson model
type: Item
instance of: scholarly article
title: On concordance measures for discrete data and dependence properties of Poisson model
zbMATH Open document ID: 1204.62095
DOI: 10.1155/2009/895742
author: Taoufik Bouezmarni
author: Abdelouahid Tajar
author: Mhamed Mesfioui
published in: Journal of Probability and Statistics
publication date: 2010-12-01T00:00:00Z
full work available at URL: https://eudml.org/doc/223097
review text: Summary: We study Kendall's tau and Spearman's rho concordance measures for discrete variables. We mainly provide their best bounds using positive dependence properties. These bounds are difficult to write down explicitly in general. Here we give an explicit formula of the best bounds in a particular Fréchet space in order to understand the behavior of the ranges of these measures. Also, based on an empirical copula which is viewed as a discrete distribution, we propose a new estimator of the copula function. Finally, we give useful dependence properties of the bivariate Poisson distribution and show the relationship between parameters of the Poisson distribution and both tau and rho.
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 5822146
Wikidata QID: Q58648729
MaRDI profile type: Publication
OpenAlex ID: W1993588797
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description: scientific article; zbMATH DE number 5822146