Optimización de Rho de spearman

Translated title of the contribution: Optimization of spearman’s rho

Saikat Mukherjee, Farhad Jafari, Jong Min Kim

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

This paper proposes an approximation method to achieve optimum possible values of Spearman’s rho for a special class of copulas.

Translated title of the contributionOptimization of spearman’s rho
Original languageSpanish
Pages (from-to)209-218
Number of pages10
JournalRevista Colombiana de Estadistica
Volume38
Issue number1
DOIs
StatePublished - 2015

Bibliographical note

Publisher Copyright:
© Revista Colombiana de Estadística 2015 All rights received.

Copyright:
Copyright 2015 Elsevier B.V., All rights reserved.

Keywords

  • Approximation
  • Copula
  • Kendall’s tau
  • Spearman’s rho

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