Optimization of Spearman's Rho
This paper proposes an approximation method to achieve optimum possible values of Spearmans rho for a special class of copulas.
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad Nacional de Colombia
2015-01-01
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| Series: | Revista Colombiana de Estadística |
| Subjects: | |
| Online Access: | http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512015000100011&lng=en&tlng=en |