BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION

Roger B. Nelsen, José Juan Quesada-Molina, Joseé Antonio Rodriíguez-Lallena, Manuel Úbeda-Flores

Communication in Statistics- Theory and Methods · 2001 · 67 citations · 1 references

Concepts

Abstract

We find pointwise best-possible bounds on the bivariate distribution function of continuous random variables with given margins and a given value of the population version of a nonparametric measure of association such as Kendall's tau or Spearman's rho.

References

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