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

Published:2017-07 Issue: Volume:126 Page:173-178
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Denuit Michel M.,Mesfioui Mhamed

Funder

Académie universitaire Louvain

Natural Sciences and Engineering Research Council of Canada

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference9 articles.

1. Modelling spatial zero-inflated continuous data with an exponentially compound Poisson process;Ancelet;Environ. Ecol. Stat.,2010

2. Spatial reconstruction of rainfall fields from rain gauge and radar data;Bruno;Stoch. Environ. Res. Risk Assess.,2014

3. Constraints on concordance measures in bivariate discrete data;Denuit;J. Multivariate Anal.,2005

4. Modelling skewed data with many zeros: a simple approach combining ordinary and logistic regression;Fletcher;Environ. Ecol. Stat.,2005

5. Nonlife ratemaking and risk management with Bayesian additive models for location, scale and shape;Klein;Insurance Math. Econom.,2014

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Kendall’s tau estimator for bivariate zero-inflated count data;Statistics & Probability Letters;2023-08

2. Best upper and lower bounds on Spearman’s rho for zero-inflated continuous variables and their application to insurance;European Actuarial Journal;2021-11-10

3. Bounds on Multivariate Kendall’s Tau and Spearman’s Rho for Zero-Inflated Continuous Variables and their Application to Insurance;Methodology and Computing in Applied Probability;2021-05-26

4. Finding Place in a Design Space;Proceedings of the ACM on Human-Computer Interaction;2021-04-13

5. Geometric Pólya-Aeppli process;Stochastics;2019-12-04

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