Constraints on concordance measures in bivariate discrete data
This paper aims to investigate the constraints on dependence measures based on the concept of concordance when discrete random variables are involved. The main technical argument consists in a continuous extension of integer-valued random variables by convolution with unit support kernels.
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Volume (Year): 93 (2005)
Issue (Month): 1 (March)
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- Takemi Yanagimoto & Masashi Okamoto, 1969. "Partial orderings of permutations and monotonicity of a rank correlation statistic," Annals of the Institute of Statistical Mathematics, Springer, vol. 21(1), pages 489-506, December.
- Vandenhende, François & Lambert, Philippe, 2003. "Improved rank-based dependence measures for categorical data," Statistics & Probability Letters, Elsevier, vol. 63(2), pages 157-163, June.
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