Optimization of Spearman's Rho
This paper proposes an approximation method to achieve optimum possible values of Spearman’s rho for a special class of copulas
- Autores:
-
Mukherjee, Saikat
Jafari, Farhad
Kim, Jong-Min
- Tipo de recurso:
- Article of journal
- Fecha de publicación:
- 2015
- Institución:
- Universidad Nacional de Colombia
- Repositorio:
- Universidad Nacional de Colombia
- Idioma:
- spa
- OAI Identifier:
- oai:repositorio.unal.edu.co:unal/66549
- Acceso en línea:
- https://repositorio.unal.edu.co/handle/unal/66549
http://bdigital.unal.edu.co/67577/
- Palabra clave:
- 51 Matemáticas / Mathematics
31 Colecciones de estadística general / Statistics
Approximation
Copula
Kendall’s Tau
Spearman’s Rho
Aproximación
Cópula
Tau de Kendall
Rho de Spearman.
- Rights
- openAccess
- License
- Atribución-NoComercial 4.0 Internacional
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Atribución-NoComercial 4.0 InternacionalDerechos reservados - Universidad Nacional de Colombiahttp://creativecommons.org/licenses/by-nc/4.0/info:eu-repo/semantics/openAccesshttp://purl.org/coar/access_right/c_abf2Mukherjee, Saikat046b9067-b5e9-42fd-a99b-92eb6ff91961300Jafari, Farhad2c4dd4a8-f9af-43ef-b108-b5d9997a74d9300Kim, Jong-Min04cad6a4-1e4f-45aa-ae95-292af013851d3002019-07-03T02:21:05Z2019-07-03T02:21:05Z2015-01-01ISSN: 2389-8976https://repositorio.unal.edu.co/handle/unal/66549http://bdigital.unal.edu.co/67577/This paper proposes an approximation method to achieve optimum possible values of Spearman’s rho for a special class of copulasEl artículo propone un método de aproximación para alcanzar los valores óptimos posibles del coeficiente rho de Spearman para algunas clases especiales de cópulas.application/pdfspaUniversidad Nacional de Colombia - Sede Bogotá - Facultad de Ciencias - Departamento de Estadísticahttps://revistas.unal.edu.co/index.php/estad/article/view/48811Universidad Nacional de Colombia Revistas electrónicas UN Revista Colombiana de EstadísticaRevista Colombiana de EstadísticaMukherjee, Saikat and Jafari, Farhad and Kim, Jong-Min (2015) Optimization of Spearman's Rho. Revista Colombiana de Estadística, 38 (1). pp. 209-218. ISSN 2389-897651 Matemáticas / Mathematics31 Colecciones de estadística general / StatisticsApproximationCopulaKendall’s TauSpearman’s RhoAproximaciónCópulaTau de KendallRho de Spearman.Optimization of Spearman's RhoArtículo de revistainfo:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1http://purl.org/coar/version/c_970fb48d4fbd8a85Texthttp://purl.org/redcol/resource_type/ARTORIGINAL48811-239289-1-PB.pdfapplication/pdf9672967https://repositorio.unal.edu.co/bitstream/unal/66549/1/48811-239289-1-PB.pdfe03f8877b6467fc2c3036cc26c97f8d6MD51THUMBNAIL48811-239289-1-PB.pdf.jpg48811-239289-1-PB.pdf.jpgGenerated Thumbnailimage/jpeg5409https://repositorio.unal.edu.co/bitstream/unal/66549/2/48811-239289-1-PB.pdf.jpg79c49d1aa3fcd3816df5b692a9a2a398MD52unal/66549oai:repositorio.unal.edu.co:unal/665492023-05-25 23:03:11.036Repositorio Institucional Universidad Nacional de Colombiarepositorio_nal@unal.edu.co |
| dc.title.spa.fl_str_mv |
Optimization of Spearman's Rho |
| title |
Optimization of Spearman's Rho |
| spellingShingle |
Optimization of Spearman's Rho 51 Matemáticas / Mathematics 31 Colecciones de estadística general / Statistics Approximation Copula Kendall’s Tau Spearman’s Rho Aproximación Cópula Tau de Kendall Rho de Spearman. |
| title_short |
Optimization of Spearman's Rho |
| title_full |
Optimization of Spearman's Rho |
| title_fullStr |
Optimization of Spearman's Rho |
| title_full_unstemmed |
Optimization of Spearman's Rho |
| title_sort |
Optimization of Spearman's Rho |
| dc.creator.fl_str_mv |
Mukherjee, Saikat Jafari, Farhad Kim, Jong-Min |
| dc.contributor.author.spa.fl_str_mv |
Mukherjee, Saikat Jafari, Farhad Kim, Jong-Min |
| dc.subject.ddc.spa.fl_str_mv |
51 Matemáticas / Mathematics 31 Colecciones de estadística general / Statistics |
| topic |
51 Matemáticas / Mathematics 31 Colecciones de estadística general / Statistics Approximation Copula Kendall’s Tau Spearman’s Rho Aproximación Cópula Tau de Kendall Rho de Spearman. |
| dc.subject.proposal.spa.fl_str_mv |
Approximation Copula Kendall’s Tau Spearman’s Rho Aproximación Cópula Tau de Kendall Rho de Spearman. |
| description |
This paper proposes an approximation method to achieve optimum possible values of Spearman’s rho for a special class of copulas |
| publishDate |
2015 |
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2015-01-01 |
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2019-07-03T02:21:05Z |
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2019-07-03T02:21:05Z |
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Artículo de revista |
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http://purl.org/coar/resource_type/c_2df8fbb1 |
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info:eu-repo/semantics/article |
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info:eu-repo/semantics/publishedVersion |
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http://purl.org/coar/resource_type/c_6501 |
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http://purl.org/coar/version/c_970fb48d4fbd8a85 |
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Text |
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ISSN: 2389-8976 |
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https://repositorio.unal.edu.co/handle/unal/66549 |
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http://bdigital.unal.edu.co/67577/ |
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ISSN: 2389-8976 |
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https://repositorio.unal.edu.co/handle/unal/66549 http://bdigital.unal.edu.co/67577/ |
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spa |
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spa |
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https://revistas.unal.edu.co/index.php/estad/article/view/48811 |
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Universidad Nacional de Colombia Revistas electrónicas UN Revista Colombiana de Estadística Revista Colombiana de Estadística |
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Mukherjee, Saikat and Jafari, Farhad and Kim, Jong-Min (2015) Optimization of Spearman's Rho. Revista Colombiana de Estadística, 38 (1). pp. 209-218. ISSN 2389-8976 |
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Derechos reservados - Universidad Nacional de Colombia |
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http://purl.org/coar/access_right/c_abf2 |
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Atribución-NoComercial 4.0 Internacional |
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http://creativecommons.org/licenses/by-nc/4.0/ |
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info:eu-repo/semantics/openAccess |
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Atribución-NoComercial 4.0 Internacional Derechos reservados - Universidad Nacional de Colombia http://creativecommons.org/licenses/by-nc/4.0/ http://purl.org/coar/access_right/c_abf2 |
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openAccess |
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application/pdf |
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Universidad Nacional de Colombia - Sede Bogotá - Facultad de Ciencias - Departamento de Estadística |
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Universidad Nacional de Colombia |
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