Date of Award
12-2009
Degree Name
Doctor of Philosophy
Department
Statistics
First Advisor
Dr. Magdalena Niewiadomska-Bugaj
Second Advisor
Dr. Joshua Naranjo
Third Advisor
Dr. Jung-Chao Wang
Fourth Advisor
Dr. Marlon Rebelatto
Abstract
Zero-inflated continuous distributions have positive probability mass at zero in addition to a continuous distribution. Such type of data can be encountered, for example, in medical, environmental and financial research. The main focus of this research is to study the association of nonnegative random variables, both having a positive probability mass at zero. New estimators of the classical measures of association, Kendall's tau and Spearman's rho, appropriate for the zero-inflated distributions, are proposed and their asymptotic distributions are derived. Performance of the estimators is assessed by a Monte Carlo simulation study. New ideas are illustrated by a real data example.
Access Setting
Dissertation-Open Access
Recommended Citation
Pimentel, Ronald Silva, "Kendall's Tau and Spearman's Rho for Zero-Inflated Data" (2009). Dissertations. 721.
https://scholarworks.wmich.edu/dissertations/721