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Score correlation

  1. 1.
    0573246 - ÚI 2024 RIV US eng J - Journal Article
    Fabián, Zdeněk
    Score correlation.
    Research in Statisics. Roč. 1, č. 1 (2023), č. článku 2216686. E-ISSN 2768-4520
    Institutional support: RVO:67985807
    Keywords : correlation * skewed distributions * heavy-tailed distributions * scalar-valued scores
    OECD category: Statistics and probability
    Method of publishing: Open access
    https://dx.doi.org/10.1080/27684520.2023.2216686

    Based on the new concept of the scalar-valued score function of continuous distributions we introduce the score correlation coefficient “tailored” to the assumed probabilistic model. By means of simulation experiments we show that it can reveal association of skewed heavy-tailed distributions with high kurtosis.
    Permanent Link: https://hdl.handle.net/11104/0343716

     
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    0573246-aoa.pdf11.5 MBOA cely casopisPublisher’s postprintopen-access
     
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