On Concordance Measures for Discrete Data and Dependence Properties of Poisson Model
Joint Authors
Tajar, Abdelouahid
Bouezmarni, Taoufik
Mesfioui, Mhamed
Source
Journal of Probability and Statistics
Issue
Vol. 2009, Issue 2009 (31 Dec. 2009), pp.1-15, 15 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2010-01-27
Country of Publication
Egypt
No. of Pages
15
Main Subjects
Abstract EN
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 the 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 the 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.
American Psychological Association (APA)
Bouezmarni, Taoufik& Mesfioui, Mhamed& Tajar, Abdelouahid. 2010. On Concordance Measures for Discrete Data and Dependence Properties of Poisson Model. Journal of Probability and Statistics،Vol. 2009, no. 2009, pp.1-15.
https://search.emarefa.net/detail/BIM-506211
Modern Language Association (MLA)
Bouezmarni, Taoufik…[et al.]. On Concordance Measures for Discrete Data and Dependence Properties of Poisson Model. Journal of Probability and Statistics No. 2009 (2009), pp.1-15.
https://search.emarefa.net/detail/BIM-506211
American Medical Association (AMA)
Bouezmarni, Taoufik& Mesfioui, Mhamed& Tajar, Abdelouahid. On Concordance Measures for Discrete Data and Dependence Properties of Poisson Model. Journal of Probability and Statistics. 2010. Vol. 2009, no. 2009, pp.1-15.
https://search.emarefa.net/detail/BIM-506211
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-506211