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...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2009-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2009/895742 |
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