Optimization of Spearman's Rho

DOI10.15446/RCE.V38N1.48811zbMATH Open1435.62210OpenAlexW2117748384MaRDI QIDQ5114038FDOQ5114038

Authors: Saikat Mukherjee, Farhad Jafari, Jong-Min Kim 

Publication date: 21 June 2020

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

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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