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Score correlation
- 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
File Download Size Commentary Version Access 0573246-aoa.pdf 1 1.5 MB OA cely casopis Publisher’s postprint open-access
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