Bounds on bivariate distribution functions with given margins and measures of association

Communications in Statistics - Theory and Methods

Volumn 30, Issue 6, 2001, Pages 1055-1062

  Nelsen, Roger B ^a   Quesada Molina, José Juan ^b   Rodríguez Lallena, José Antonio ^c   Úbeda Flores, Manuel ^c  

^a LEWIS AND CLARK COLLEGE   (United States)

^b UNIVERSITY OF GRANADA   (Spain)

^c UNIVERSITY OF ALMERÍA   (Spain)

Author keywords

Copulas; Fr chet Hoeffding bounds; Kendall's tau; Spearman's rho

Indexed keywords

EID: 0034871344     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/sta-100104355     Document Type: Article

References (7)

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2. [Reprinted as Scale-invariant correlation theory. In The Collected Works of Wassily Hoeffding, Fisher, N. I., Sen, P. K., Eds.; Springer-Verlag: New York, 1994; 57-107].
3. Fréchet, M. Sur les tableaux de corrélation dont les marges sont données. Ann. Univ. Lyon, Sect. A, 1951, 9, 53-77.
4. Sklar, A. Fonctions de répartition à n dimensions et leurs marges. Publ. Inst. Statist. Univ. Paris, 1959, 8, 229-231.
5. Schweizer, B.; Sklar, A. Probabilistic Metric Spaces, North-Holland: New York, 1983.
6. Nelsen, R. B. An Introduction to Copulas, Springer-Verlag: New York, 1999.
7. Schweizer, B.; Wolff, E. F. On nonparametric measures of dependence for random variables. Ann. Statist., 1981, 9, 879-885.