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

Authors :: Nelsen, RogerB.
Quesada-Molina, JoséJuan
Rodriíguez-Lallena, JoseéAntonio
Úbeda-Flores, Manuel
Source :: Communications in Statistics: Theory & Methods. Jun2001, Vol. 30 Issue 6, p1055-1062. 8p.
Publication Year :: 2001
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. [ABSTRACT FROM AUTHOR]

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