On order statistics and Kendall's tau

DOI10.1016/j.spl.2020.108972zbMath1456.62091OpenAlexW3093363517MaRDI QIDQ826726

Sebastian Fuchs, Klaus D. Schmidt

Publication date: 6 January 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108972

zbMATH Keywords

copulaorder statisticKendall's tauKendall's distribution functionprobability of concordance

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)

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Cites Work

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• Fibonacci Determinants
• Principles of Copula Theory
• Rectangle Probabilities for Uniform Order statistics and the Probability That the Empirical Distribution Function Lies Between Two Distribution Functions
• On the multivariate probability integral transformation