Original title: Score correlation for skewed distributions
Authors: Fabián, Zdeněk
Document type: Research reports
Year: 2022
Language: eng
Series: Technical Report, volume: V-1292
Abstract: Based on the new concept of the scalar-valued score function of continuous distributions we introduce the score correlation coefficient ”tai-lored” to the assumed probabilistic model and study its properties by means of simulation experiments. It appeared that the new correlation method is useful for enormously skewed distributions.
Keywords: Monte Carlo; Scalar-valued score; score coefficient of variation

Institution: Institute of Computer Science AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: https://hdl.handle.net/11104/0337862

Permalink: http://www.nusl.cz/ntk/nusl-512292


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Research > Institutes ASCR > Institute of Computer Science
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