Bounds on Spearman’s rho when at least one random variable is discrete-Reference-Cited by-同舟云学术

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Bounds on Spearman’s rho when at least one random variable is discrete

Published:2021-07-01 Issue: Volume: Page:
ISSN:2190-9733
Container-title:European Actuarial Journal
language:en
Short-container-title:Eur. Actuar. J.

Author:

Mesfioui Mhamed,Trufin Julien,Zuyderhoff Pierre

Funder

Natural Sciences and Engineering Research Council of Canada

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s13385-021-00289-8.pdf

Reference14 articles.

1. Breiman L, Friedman J, Olshen R, Stone C (1984) Classification and regression trees. Wadsworth, New York

2. Capéraà P, Genest C (1993) Spearman’s $$\rho $$ is larger than Kendall’s $$\tau $$ for positively dependent random variables. J Nonparametric Stat 2(2):183–194

3. Daniels HE (1950) Rank correlation and population models. J R Stat Soc Ser B (Methodol) 12(2):171–181

4. Denuit M, Mesfioui M, Trufin J (2019a) Bounds on concordance-based validation statistics in regression models for binary responses. Methodol Comput Appl Probab 21(2):491–509

5. Denuit M, Mesfioui M, Trufin J (2019b) Concordance-based predictive measures in regression models for discrete responses. Scand Actuar J 2019(10):824–836

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