Conference Agenda
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Contributions to Mathematical Statistics Location: 1.002 Session Chair: Mathias Trabs | |
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Rank-based association measures for zero-inflated data 1: Eindhoven University of Technology, the Netherlands; 2: University of Windsor, Canada; 3: University of Quebec in Trois-Rivères, Canada; 4: Université Libre de Bruxelles, Belgium Rank-based association measures, including Spearman’s rho, Gini’s gamma and Spearman’s footrule, are well established in continuous settings, but become problematic when ties are present. We investigate these measures in context of zero-inflated data, where continuous random variables have an increased probability mass at zero and there is a substantial number of ties. Such data is commonly found in fields such as insurance, health care and weather forecasting. Traditional rank-based estimators exhibit a large bias in these settings. To overcome this problem, we derive new formulations of the association measures and propose plug-in estimators. In a simulation study, we show that these outperform state-of-the-art estimators. Additionally, we make the estimator interpretable by deriving its achievable bounds. | |
