On order statistics and Kendall's tau

Fuchs, S; Schmidt, KD

Fuchs, S (corresponding author), Univ Salzburg, Dept Math, Salzburg, Austria.

STATISTICS & PROBABILITY LETTERS, 2021; 169 ():

Abstract

Using Kendall's tau for copulas, we compare the degree of concordance of random variables with that of their order statistics. We prove a general ineq......

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