Optimization of Spearman's Rho

DOI10.15446/RCE.V38N1.48811MaRDI QIDQ5114038zbMATH OpenOpenAlexFDO

Authors Saikat Mukherjee, Farhad Jafari, Jong-Min Kim

Publication date 21 June 2020

Published in Revista Colombiana de Estadística (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.15446/rce.v38n1.48811

zbMATH Keywords

copulaKendall's tauSpearman's rhoapproximation

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

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