Kendall distribution functions
If X and Y are continuous random variables with joint distribution function H, then the Kendall distribution function of (X,Y) is the distribution function of the random variable H(X,Y). Kendall distribution functions arise in the study of stochastic orderings of random vectors. In this paper we study various properties of Kendall distribution functions for both populations and samples.
Year of publication: |
2003
|
---|---|
Authors: | Nelsen, Roger B. ; Quesada-Molina, José Juan ; Rodríguez-Lallena, José Antonio ; Úbeda-Flores, Manuel |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 65.2003, 3, p. 263-268
|
Publisher: |
Elsevier |
Keywords: | Copulas Distribution functions Kendall's tau Stochastic orderings |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Distribution functions of copulas: a class of bivariate probability integral transforms
Nelsen, Roger B., (2001)
-
On the construction of copulas and quasi-copulas with given diagonal sections
Nelsen, Roger B., (2008)
-
On the construction of copulas and quasi-copulas with given diagonal sections
Nelsen, Roger B., (2008)
- More ...