Proper Correlation Coefficients for Nominal Random Variables
Fuente:
arXiv
Saved in:
| Main Author: | Wermuth, Jan-Lukas |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Average Marginal Effects in One-Step Partially Linear Instrumental Regressions
by: Girard, Lucas, et al.
Published: (2026)
by: Girard, Lucas, et al.
Published: (2026)
Identification of Latent Group Effects under Conditional Calibration
by: Kurbucz, Marcell T.
Published: (2026)
by: Kurbucz, Marcell T.
Published: (2026)
Identifying arbitrary transformation between the slopes in scalar-on-function regression
by: Niyogi, Pratim Guha, et al.
Published: (2024)
by: Niyogi, Pratim Guha, et al.
Published: (2024)
On Efficient Inference of Causal Effects with Multiple Mediators
by: Wei, Haoyu, et al.
Published: (2024)
by: Wei, Haoyu, et al.
Published: (2024)
Ill-Conditioned Orthogonal Scores in Double Machine Learning
by: Saco, Gabriel
Published: (2025)
by: Saco, Gabriel
Published: (2025)
generalRSS: Sampling and Inference for Balanced and Unbalanced Ranked Set Sampling in R
by: Moon, Chul, et al.
Published: (2025)
by: Moon, Chul, et al.
Published: (2025)
Why Empirical p-Values Are Not Uniform: Reference Samples, Dependence, and PIT Backtesting
by: Lis, Jakub
Published: (2026)
by: Lis, Jakub
Published: (2026)
Projection depth for functional data: Theoretical properties
by: Bočinec, Filip, et al.
Published: (2025)
by: Bočinec, Filip, et al.
Published: (2025)
Projection depth for functional data: Practical issues, computation and applications
by: Bočinec, Filip, et al.
Published: (2026)
by: Bočinec, Filip, et al.
Published: (2026)
Flatness-Robust Critical Bandwidth
by: Kostyshak, Scott
Published: (2025)
by: Kostyshak, Scott
Published: (2025)
Rolling-Origin Conformal Prediction under Local Stationarity and Weak Dependence
by: Halkiewicz, Stanisław M. S.
Published: (2026)
by: Halkiewicz, Stanisław M. S.
Published: (2026)
Semi-functional partial linear regression with measurement error: An approach based on $k$NN estimation
by: Novo, Silvia, et al.
Published: (2024)
by: Novo, Silvia, et al.
Published: (2024)
A two-sample test for symmetric positive definite matrix distributions using Wishart kernel density estimators
by: Ouimet, Frédéric
Published: (2026)
by: Ouimet, Frédéric
Published: (2026)
Dirichlet kernel density estimation for strongly mixing sequences on the simplex
by: Daayeb, Hanen, et al.
Published: (2025)
by: Daayeb, Hanen, et al.
Published: (2025)
Variable Selection for Additive Global Fréchet Regression
by: Yang, Haoyi, et al.
Published: (2025)
by: Yang, Haoyi, et al.
Published: (2025)
Doubly Robust Inference on Causal Derivative Effects for Continuous Treatments
by: Zhang, Yikun, et al.
Published: (2025)
by: Zhang, Yikun, et al.
Published: (2025)
A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics
by: Pötscher, Benedikt M., et al.
Published: (2024)
by: Pötscher, Benedikt M., et al.
Published: (2024)
Inference under partial identification with minimax test statistics
by: Loh, Isaac
Published: (2024)
by: Loh, Isaac
Published: (2024)
Generalized Bayes in Conditional Moment Restriction Models
by: Kankanala, Sid
Published: (2025)
by: Kankanala, Sid
Published: (2025)
Robust Nonparametric Two-Sample Tests via Mutual Information using Extended Bregman Divergence
by: Pyne, Arijit
Published: (2026)
by: Pyne, Arijit
Published: (2026)
Statistical Inference for Scale Mixture Models via Mellin Transform Approach
by: Belomestny, Denis, et al.
Published: (2022)
by: Belomestny, Denis, et al.
Published: (2022)
Nonparametric Empirical Bayes Estimation on Heterogeneous Data
by: Banerjee, Trambak, et al.
Published: (2020)
by: Banerjee, Trambak, et al.
Published: (2020)
Asymptotic properties of the multivariate Szász-Mirakyan estimator for cumulative distribution functions on the nonnegative orthant
by: Lyu, Guanjie, et al.
Published: (2026)
by: Lyu, Guanjie, et al.
Published: (2026)
Delaunay Weighted Two-sample Test for High-dimensional Data by Incorporating Geometric Information
by: Gu, Jiaqi, et al.
Published: (2024)
by: Gu, Jiaqi, et al.
Published: (2024)
Semiparametric Uncertainty Quantification via Isotonized Posterior for Deconvolutions
by: Gili, Francesco, et al.
Published: (2026)
by: Gili, Francesco, et al.
Published: (2026)
A Bernstein polynomial approach for the estimation of cumulative distribution functions in the presence of missing data
by: Gharbi, Rihab, et al.
Published: (2025)
by: Gharbi, Rihab, et al.
Published: (2025)
One-step smoothing splines instrumental regression
by: Beyhum, Jad, et al.
Published: (2023)
by: Beyhum, Jad, et al.
Published: (2023)
Unifying small area estimators based on area-level and unit-level models through calibration
by: Acero, William, et al.
Published: (2024)
by: Acero, William, et al.
Published: (2024)
Testing for linearity in scalar-on-function regression with responses missing at random
by: Febrero-Bande, Manuel, et al.
Published: (2023)
by: Febrero-Bande, Manuel, et al.
Published: (2023)
A kernel-based framework for covariate significance tests in nonparametric regression
by: Diz-Castro, Daniel, et al.
Published: (2025)
by: Diz-Castro, Daniel, et al.
Published: (2025)
Multivariate Distribution-Free Nonparametric Testing: Generalizing Wilcoxon's Tests via Optimal Transport
by: Huang, Zhen, et al.
Published: (2025)
by: Huang, Zhen, et al.
Published: (2025)
Valid Heteroskedasticity Robust Testing
by: Pötscher, Benedikt M., et al.
Published: (2021)
by: Pötscher, Benedikt M., et al.
Published: (2021)
Multiple combined gamma kernel estimations for nonnegative data with Bayesian adaptive bandwidths
by: Somé, Sobom M., et al.
Published: (2022)
by: Somé, Sobom M., et al.
Published: (2022)
Estimation of the Coefficient of Variation of Weibull Distribution under Type-I Progressively Interval Censoring: A Simulation-based Approach
by: Nongrum, Bankitdor M, et al.
Published: (2025)
by: Nongrum, Bankitdor M, et al.
Published: (2025)
Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables
by: Novo, Silvia, et al.
Published: (2024)
by: Novo, Silvia, et al.
Published: (2024)
Unbiased Regression-Adjusted Estimation of Average Treatment Effects in Randomized Controlled Trials
by: Abadie, Alberto, et al.
Published: (2025)
by: Abadie, Alberto, et al.
Published: (2025)
Dirichlet kernel density estimation on the simplex with missing data
by: Daayeb, Hanen, et al.
Published: (2026)
by: Daayeb, Hanen, et al.
Published: (2026)
"Sound and Fury": Nonlinear Functionals of Volatility Matrix in the Presence of Jump and Noise
by: Chen, Richard Y.
Published: (2024)
by: Chen, Richard Y.
Published: (2024)
A Robust Persistent Homology : Trimming Approach
by: Mahato, Tuhin Subhra, et al.
Published: (2025)
by: Mahato, Tuhin Subhra, et al.
Published: (2025)
Statistical Multicriteria Benchmarking via the GSD-Front
by: Jansen, Christoph, et al.
Published: (2024)
by: Jansen, Christoph, et al.
Published: (2024)
Similar Items
-
Average Marginal Effects in One-Step Partially Linear Instrumental Regressions
by: Girard, Lucas, et al.
Published: (2026) -
Identification of Latent Group Effects under Conditional Calibration
by: Kurbucz, Marcell T.
Published: (2026) -
Identifying arbitrary transformation between the slopes in scalar-on-function regression
by: Niyogi, Pratim Guha, et al.
Published: (2024) -
On Efficient Inference of Causal Effects with Multiple Mediators
by: Wei, Haoyu, et al.
Published: (2024) -
Ill-Conditioned Orthogonal Scores in Double Machine Learning
by: Saco, Gabriel
Published: (2025)