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Upper Bound for the Expected Minimum of Dependent Random Variables with Known Kendall's Tau - MaRDI portal

Upper Bound for the Expected Minimum of Dependent Random Variables with Known Kendall's Tau (Q5240322)

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scientific article; zbMATH DE number 7122190
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Upper Bound for the Expected Minimum of Dependent Random Variables with Known Kendall's Tau
scientific article; zbMATH DE number 7122190

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    Upper Bound for the Expected Minimum of Dependent Random Variables with Known Kendall's Tau (English)
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    25 October 2019
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    upper bound
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    minimum
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    maximum
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    copula
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    diagonal section
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    Kendall correlation coefficient
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