On order statistics and Kendall's tau

DOI:	https://doi.org/10.1016/j.spl.2020.108972
URL:	https://www.sciencedirect.com/science/article/pii/...
Additional URL:	https://www.researchgate.net/publication/345361317...
Document Type:	Article
Year of publication:	2021
The title of a journal, publication series:	Statistics and Probability Letters
Volume:	169
Issue number:	Article 108972
Page range:	1-7
Place of publication:	Amsterdam
Publishing house:	North Holland Publ. ; Elsevier Science
ISSN:	0167-7152
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Mathematik (Seniorprofessur) (Schmidt, K.D. 2018-)
Subject:	510 Mathematics
Classification:	MSC: 60E05, 62G30, 62H10, 62H20,
Keywords (English):	Order statistics, Kendall's tau
Abstract:	Using Kendall's tau for copulas, we compare the degree of concordance of random variables with that of their order statistics. We prove a general inequality and show that this inequality is strict for every copula from the Fréchet family which is distinct from the upper Fréchet-Hoeffding bound.
Translation of the title:	Über Ordnungsstatistiken und Kendall's tau (German)

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Fuchs, Sebastian ; Schmidt, Klaus D.

Google Scholar: Fuchs, Sebastian ; Schmidt, Klaus D.

Hits per month over past year

You have found an error? Please let us know about your desired correction here: E-Mail

Show item