Kendall correlation coefficient for order statistics

DOI10.1007/S00362-026-01846-7MaRDI QIDQ7288817zbMATH OpenFDO

Authors A. Stepanov, V. B. Nevzorov

Publication date 1 July 2026

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00362-026-01846-7

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Order statistics; empirical distribution functions (62G30) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites work

• An extremal property of rectangular distributions
• Comparison of correlation coefficients
• scientific article; zbMATH DE number 3340897 (Why is no real title available?)
• On Kendall's correlation coefficient
• On the correlation structure of exponential order statistics and some extensions

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