Association of zero-inflated continuous variables

Ronald S. Pimentel, Magdalena Niewiadomska-Bugaj and Jung-Chao Wang

Statistics & Probability Letters, 2015, vol. 96, issue C, 61-67

Abstract: Zero-inflated continuous distributions are used for modeling in many research areas such as health, environment, or insurance. Since classical estimator of Kendall’s τ becomes biased when applied to such data, we propose an estimator that has a smaller bias and better coverage probability.

Keywords: Bivariate zero-heavy data; Bivariate zero-inflated data; Kendall’s tau (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2014.09.002

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