A comparison of bounds on sets of joint distribution functions derived from various measures of association

Communications in Statistics - Theory and Methods

Volumn 33, Issue 10, 2004, Pages 2299-2305

  Nelsen, Roger B ^a   Úbeda Flores, Manuel ^b  

^a LEWIS AND CLARK COLLEGE   (United States)

^b UNIVERSITY OF ALMERÍA   (Spain)

Author keywords

Blomqvist's beta; Copulas; Kendall's tau; Medial correlation coefficient; Spearman's rho

Indexed keywords

BOUNDARY CONDITIONS; CORRELATION METHODS; SET THEORY;

BLOMQVIST'S BETA; COPULAS; KENDALL'S TAU; MEDICAL CORRELATION COEFFICIENT; SPEARMAN'S RHO;

FUNCTIONS;

EID: 9944235843     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-200031367     Document Type: Article

References (4)

1. Blomqvist, N. (1950). On a measure of dependence between two random variables. Ann. Math. Statist. 21:593-600.
2. Kruskal, W. H. (1958). Ordinal measures of association. J. Am. Statist. Assoc. 53:814-861.
3. Nelsen, R. B. (1999). An Introduction to Copulas. New York: Springer.
4. Nelsen, R. B. Quesada Molina, J. J., Rodríguez Lallena, J. A. Úbeda Flores, M. (2001). Bounds on bivariate distribution functions with given margins and measures of association. Commun. Statist. - Theory Methods 30:1155-1162.