https://doi.org/10.15446/rce.v38n1.48811
1National Institute of Technology Meghalaya, Department of Mathematics, Shillong, India. Assistant Professor. Email: saikat.mukherjee@nitm.ac.in
2University of Wyoming, Department of Mathematics, Laramie, USA. Professor. Email: fjafari@uwyo.edu
3University of Minnesota-Morris, Division of Science and Mathematics, Morris, USA. Professor. Email: jongmink@morris.umn.edu
This paper proposes an approximation method to achieve optimum possible values of Spearmans rho for a special class of copulas.
Key words: Approximation, Copula, Kendall's Tau, Spearman's Rho.
El artículo propone un método de aproximación para alcanzar los valores óptimos posibles del coeficiente rho de Spearman para algunas clases especiales de cópulas.
Palabras clave: aproximación, cópula, tau de Kendall, rho de Spearman.
Texto completo disponible en PDF
References
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Este artículo se puede citar en LaTeX utilizando la siguiente referencia bibliográfica de BibTeX:
@ARTICLE{RCEv38n1a11,
AUTHOR = {Mukherjee, Saikat and Jafari, Farhad and Kim, Jong-Min},
TITLE = {{Optimization of Spearman's Rho}},
JOURNAL = {Revista Colombiana de Estadística},
YEAR = {2015},
volume = {38},
number = {1},
pages = {209-218}
}