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Bounds on Kendall’s Tau for Zero-Inflated Continuous Variables

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  • Denuit, Michel
  • Mesfioui, Mhamed

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  • Denuit, Michel & Mesfioui, Mhamed, 2016. "Bounds on Kendall’s Tau for Zero-Inflated Continuous Variables," LIDAM Discussion Papers ISBA 2016043, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2016043
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    References listed on IDEAS

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    1. Pimentel, Ronald S. & Niewiadomska-Bugaj, Magdalena & Wang, Jung-Chao, 2015. "Association of zero-inflated continuous variables," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 61-67.
    2. Denuit, Michel & Lambert, Philippe, 2005. "Constraints on concordance measures in bivariate discrete data," Journal of Multivariate Analysis, Elsevier, vol. 93(1), pages 40-57, March.
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