Score correlation

Authors: Zdeněk Fabián
Publication year: 2023
Publication type: Článek v odborném periodiku
Periodical: Research in Statisics
Bibliographic citation: FABIÁN, Zdeněk. Score correlation. Research in Statisics. 2023, 1(1), 2216686. E-ISSN 2768-4520
Dostupné z: doi:10.1080/27684520.2023.2216686.
DOI: 10.1080/27684520.2023.2216686
ID: 573246
Online record: View online record

Abstract

Based on the new concept of the scalar-valued score function of continuous distributions we introduce the score correlation coefficient “tailored” to the assumed probabilistic model. By means of simulation experiments we show that it can reveal association of skewed heavy-tailed distributions with high kurtosis.