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.

Bibliographic Details
Main Authors:	SAIKAT MUKHERJEE, FARHAD JAFARI, JONG-MIN KIM
Format:	Article
Language:	English
Published:	Universidad Nacional de Colombia 2015-01-01
Series:	Revista Colombiana de Estadística
Subjects:	aproximación cópula tau de Kendall rho de Spearman
Online Access:	http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512015000100011&lng=en&tlng=en

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