Kendall distribution functions

被引：68

作者：

Nelsen, RB ^{[1
]}

Quesada-Molina, JJ

Rodríguez-Lallena, JA

Ubeda-Flores, M

机构：

[1] Lewis & Clark Coll, Dept Math Sci, Portland, OR 97219 USA

[2] Univ Granada, Dept Matemat Aplicada, Granada, Spain

[3] Univ Almeria, Dept Estadist & Matemat Aplicada, Almeria, Spain

来源：

STATISTICS & PROBABILITY LETTERS | 2003年 / 65卷 / 03期

关键词：

copulas; distribution functions; Kendall's tau; stochastic orderings;

D O I：

10.1016/j.spl.2003.08.002

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 2003 Elsevier B.V. All rights reserved.

引用

页码：263 / 268

页数：6

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