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Estimating a measure of dependence between two compositions

Bergman, Jakob LU orcid (2010)
Abstract
We present an estimator of the general measure of correlation for bicompositional data for a sample from a bicompositional Dirichlet distribution. Two confidence intervals are also presented and we examine their empirical confidence coefficient using a Monte Carlo study. Finally we apply the estimator to a data set analysing the correlation between the 1967 and 1997 composition of the government GDP for the 50 U.S. states and District of Columbia.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Working paper/Preprint
publication status
published
subject
keywords
Composition, Correlation, Dirichlet distribution, Empirical confidence coefficient, Estimation, Joint correlation coefficient
pages
14 pages
publisher
Department of Statistics, Lund university
language
English
LU publication?
yes
id
67d43292-8b33-41f8-b6b1-484629878c3d (old id 1580942)
date added to LUP
2016-04-04 10:17:22
date last changed
2018-11-21 20:57:55
@misc{67d43292-8b33-41f8-b6b1-484629878c3d,
  abstract     = {{We present an estimator of the general measure of correlation for bicompositional data for a sample from a bicompositional Dirichlet distribution. Two confidence intervals are also presented and we examine their empirical confidence coefficient using a Monte Carlo study. Finally we apply the estimator to a data set analysing the correlation between the 1967 and 1997 composition of the government GDP for the 50 U.S. states and District of Columbia.}},
  author       = {{Bergman, Jakob}},
  keywords     = {{Composition; Correlation; Dirichlet distribution; Empirical confidence coefficient; Estimation; Joint correlation coefficient}},
  language     = {{eng}},
  note         = {{Working Paper}},
  publisher    = {{Department of Statistics, Lund university}},
  title        = {{Estimating a measure of dependence between two compositions}},
  url          = {{https://lup.lub.lu.se/search/files/5505758/1580951.pdf}},
  year         = {{2010}},
}