Abstract
This paper proposes an approximation method to achieve optimum possible values of Spearman’s rho for a special class of copulas.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 209-218 |
| Number of pages | 10 |
| Journal | Revista Colombiana de Estadistica |
| Volume | 38 |
| Issue number | 1 |
| DOIs | |
| State | Published - 2015 |
Bibliographical note
Publisher Copyright:© Revista Colombiana de Estadística 2015 All rights received.
Keywords
- Approximation
- Copula
- Kendall’s tau
- Spearman’s rho