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Doctoral Defense
November 11 (Wed) 9 am
Alavi Commons Room, 6625 Everett Tower

Kendall’s Tau and Spearman’s Rho for Zero Inflated Data

Ronald Pimentel
Western Michigan University

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.

All Statistics students are encouraged to attend.