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UID:20250928T005319EDT-5840bOUEnd@132.216.98.100
DTSTAMP:20250928T045319Z
DESCRIPTION:Title:Proper Correlation Coefficients for Nominal Random Variab
 les.\n\nAbstract: \n\nThis work develops an intuitive concept of perfect d
 ependence between two variables of which at least one has a nominal scale 
 that is attainable for all marginal distributions and proposes a set of de
 pendence measures that are 1 if and only if this perfect dependence is sat
 isfied. The advantages of these dependence measures relative to classical 
 dependence measures like contingency coefficients\, Goodman-Kruskal’s lamb
 da and tau and the so-called uncertainty coefficient are twofold. Firstly\
 , they are defined if one of the variables is real-valued and exhibits con
 tinuities. Secondly\, they satisfy the property of attainability. That is\
 , they can take all values in the interval [0\,1] irrespective of the marg
 inals involved. Both properties are not shared by the classical dependence
  measures which need two discrete marginal distributions and can in some s
 ituations yield values close to 0 even though the dependence is strong or 
 even perfect. Additionally\, this work provide a consistent estimator for 
 one of the new dependence measures together with its asymptotic distributi
 on under independence as well as in the general case. This allows to const
 ruct confidence intervals and an independence test\, whose finite sample p
 erformance is subsequently examine in a simulation study. Finally\, we ill
 ustrate the use of the new dependence measure in two applications on the d
 ependence between the variables country and income or country and religion
 \, respectively.\n\nSpeaker\n\nLukas Wermuth studied Economics and Mathema
 tics at Goethe University Frankfurt\, where he is currently pursuing a PhD
  in Statistics and Econometrics.\n
DTSTART:20250912T193000Z
DTEND:20250912T203000Z
LOCATION:Room 1104\, Burnside Hall\, CA\, QC\, Montreal\, H3A 0B9\, 805 rue
  Sherbrooke Ouest
SUMMARY:Lukas Wermuth (Goethe University Frankfurt)
URL:/mathstat/channels/event/lukas-wermuth-goethe-univ
 ersity-frankfurt-367434
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