Kendall distribution functions

Roger B. Nelsen, José Juan Quesada-Molina, José Antonio Rodríguez-Lallena and Manuel Úbeda-Flores

Statistics & Probability Letters, 2003, vol. 65, issue 3, 263-268

Abstract: 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.

Keywords: Copulas; Distribution; functions; Kendall's; tau; Stochastic; orderings (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (20)

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