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.

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References

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