Comparisons of concordance in additive models

Franco Pellerey, Moshe Shaked and Salimeh Yasaei Sekeh

Statistics & Probability Letters, 2012, vol. 82, issue 11, 2059-2067

Abstract: In this note we compare bivariate additive models with respect to their Pearson correlation coefficients, Kendall’s τ concordance coefficients, and Blomqvist β medial correlation coefficients. The conditions that enable the comparisons involve variability stochastic orders such as the dispersive and the peakedness orders. Specifically we show that we can compare the Kendall’s τ concordance coefficients of Cheriyan and Ramabhadran’s bivariate gamma distributions, in spite of the fact that it is hard (and not necessary) to compute them.

Keywords: Pearson correlation coefficient; Kendall’s concordance coefficient; Blomqvist medial correlation coefficient; Dispersive order; Peakedness order (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1016/j.spl.2012.06.031

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