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Improved rank-based dependence measures for categorical data

✍ Scribed by François Vandenhende; Philippe Lambert

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
197 KB
Volume
63
Category
Article
ISSN
0167-7152

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✦ Synopsis

We extend rank-based dependence measures like Spearman's rho to categorical data so that the same ±1 limits are always reached under complete dependence. A goodness-of-ÿt procedure is derived for dependence models using copulas.

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