Pimentel, Ronald S.; Niewiadomska-Bugaj, Magdalena; … - In: Statistics & Probability Letters 96 (2015) C, pp. 61-67
Zero-inflated continuous distributions are used for modeling in many research areas such as health, environment, or insurance. Since classical estimator of Kendall’s τ becomes biased when applied to such data, we propose an estimator that has a smaller bias and better coverage probability.