Revista Colombiana de Estadística (Jan 2015)
Optimization of Spearman's Rho
Abstract
This paper proposes an approximation method to achieve optimum possible values of Spearmans rho for a special class of copulas.
Keywords
Revista Colombiana de Estadística (Jan 2015)
This paper proposes an approximation method to achieve optimum possible values of Spearmans rho for a special class of copulas.