Bounds on Multivariate Kendall’s Tau and Spearman’s Rho for Zero-Inflated Continuous Variables and their Application to Insurance
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s11009-021-09869-3.pdf
Reference13 articles.
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2. Denuit M, Mesfioui M (2017) Bounds on Kendall’s tau for zero-inflated continuous variables. Stat Probab Lett 126:173–178
3. Genest C, Nešlehovà JG, Rémillard B (2013) On the estimation of Spearman’s rho and related tests of independence for possibly discontinuous multivariate data. J Multivar Anal 117:214–228
4. Joe H (1990) Multivariate concordance. J Multivar Anal 35(1):12–30
5. Mesfioui M, Quessy J-F (2010) Concordance measures for multivariate non-continuous random vectors. J Multivar Anal 101:2398–2410
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