[en] 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-fit procedure is derived for dependence models using copulas.
Disciplines :
Mathematics
Author, co-author :
Vandenhende, François
Lambert, Philippe ; Université de Liège - ULiège > Institut des sciences humaines et sociales > Méthodes quantitatives en sciences sociales
Language :
English
Title :
Improved rank-based dependence measures for categorical data
