3 papers
stat.ME2025
Asymptotic Inference for Rank Correlations
Marc-Oliver Pohle, Jan-Lukas Wermuth, Christian H. Weiß
Kendall's tau and Spearman's rho are widely used tools for measuring dependence. Surprisingly, when it comes to asymptotic inference for these rank correlations, some fundamental r…
stat.ME2025
Proper Correlation Coefficients for Nominal Random Variables
Jan-Lukas Wermuth
This paper develops an intuitive concept of perfect dependence between two variables of which at least one has a nominal scale. Perfect dependence is attainable for all marginal di…
stat.ME2024
Measuring Dependence between Events
Marc-Oliver Pohle, Timo Dimitriadis, Jan-Lukas Wermuth
Measuring dependence between two events, or equivalently between two binary random variables, amounts to expressing the dependence structure inherent in a contingency t…