On Concordance Measures for Discrete Data and Dependence Properties of Poisson Model
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 partic...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2009-01-01
|
| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2009/895742 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1832567249677844480 |
|---|---|
| author | Taoufik Bouezmarni Mhamed Mesfioui Abdelouahid Tajar |
| author_facet | Taoufik Bouezmarni Mhamed Mesfioui Abdelouahid Tajar |
| author_sort | Taoufik Bouezmarni |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-a4a9601459ff4cb5b78ea6559dedbe3f |
| institution | Kabale University |
| issn | 1687-952X 1687-9538 |
| language | English |
| publishDate | 2009-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Probability and Statistics |
| spelling | doaj-art-a4a9601459ff4cb5b78ea6559dedbe3f2025-02-03T01:01:57ZengWileyJournal of Probability and Statistics1687-952X1687-95382009-01-01200910.1155/2009/895742895742On Concordance Measures for Discrete Data and Dependence Properties of Poisson ModelTaoufik Bouezmarni0Mhamed Mesfioui1Abdelouahid Tajar2Department of Economics, McGill University, Leacock Building, 855 Sherbrooke Street West, C.P. 6128, succursale Centre-ville Montreal, QC, H3A 2T7, CanadaDépartement de Mathématiques et d'Informatique, Universitédu Québec à Trois-Rivières, Pavillon Ringuet, local 3060, C.P. 500, Trois-Rivières, QC, G9A 5H7, CanadaARC Epidemiology Unit, The University of Manchester, Oxford Road, Manchester M13 9PT, UKWe 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.http://dx.doi.org/10.1155/2009/895742 |
| spellingShingle | Taoufik Bouezmarni Mhamed Mesfioui Abdelouahid Tajar On Concordance Measures for Discrete Data and Dependence Properties of Poisson Model Journal of Probability and Statistics |
| title | On Concordance Measures for Discrete Data and Dependence Properties of Poisson Model |
| title_full | On Concordance Measures for Discrete Data and Dependence Properties of Poisson Model |
| title_fullStr | On Concordance Measures for Discrete Data and Dependence Properties of Poisson Model |
| title_full_unstemmed | On Concordance Measures for Discrete Data and Dependence Properties of Poisson Model |
| title_short | On Concordance Measures for Discrete Data and Dependence Properties of Poisson Model |
| title_sort | on concordance measures for discrete data and dependence properties of poisson model |
| url | http://dx.doi.org/10.1155/2009/895742 |
| work_keys_str_mv | AT taoufikbouezmarni onconcordancemeasuresfordiscretedataanddependencepropertiesofpoissonmodel AT mhamedmesfioui onconcordancemeasuresfordiscretedataanddependencepropertiesofpoissonmodel AT abdelouahidtajar onconcordancemeasuresfordiscretedataanddependencepropertiesofpoissonmodel |