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

    Keywords

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

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