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Doctoral Dissertation Announcement
Candidate: Ronald Pimentel
Degree of:
Doctor of Philosophy
Department: Statistics
Title: Kendall’s Tau and Spearman’s Rho for Zero Inflated Data
Committee:
Dr. Magdalena Niewiadomska-Bugaj, Chair
Dr. Joshua Naranjo
Dr. Jung Chao Wang
Dr. Marlon Rebelatto
Date: Wednesday, November 11, 2009 9:00 a.m. - 11:00 a.m.
6625 Everett Tower
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.