Abstract

Improved rank-based dependence measures for categorical data

VANDENHENDE, F. and Ph. LAMBERT

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.

  Last update: August 14, 2003  - Contact : S. Malali