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Bounds for expectations of concomitants

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Abstract

We present sharp bounds on expected values of concomitants based on a sample of identically distributed random pairs. The dependence between pair components is described by regression functions or modelled by copulas, or generated by sampling without replacement from finite populations.

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Authors and Affiliations

  1. Institute of Mathematics, Technical University of Lodz, ul. Wolczanska 215, 93-005, Lodz, Poland

    Andrzej Okolewski & Marek Kaluszka

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  1. Andrzej Okolewski
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  2. Marek Kaluszka
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Correspondence to Marek Kaluszka.

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Okolewski, A., Kaluszka, M. Bounds for expectations of concomitants. Stat Papers 49, 603–618 (2008). https://doi.org/10.1007/s00362-006-0041-4

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  • DOI: https://doi.org/10.1007/s00362-006-0041-4

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