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

DOI10.1137/S0040585X97T989623zbMath1480.60046WikidataQ126987046 ScholiaQ126987046MaRDI QIDQ5240322

Alexey V. Lebedev

Publication date: 25 October 2019

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

copulaupper boundmaximumminimumdiagonal sectionKendall correlation coefficient

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Uses Software

• QRM

Cites Work

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• An introduction to copulas.
• Best-possible bounds on sets of bivariate distribution functions
• Maximum remaining service time in infinite-server queues
• INFINITE-SERVER QUEUES WITH BATCH ARRIVALS AND DEPENDENT SERVICE TIMES

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