We derive a beautiful series expansion for Spearman's rho, ρ(θ) of the Ali-Mikhail-Haq (AMH) copula with paramater θ which is also called α or θ. Further, via experiments we determine the cutoffs to be used for practically fast and accurate computation of ρ(θ) for all θ∈ [...
spearmanacutesrhofortheamhcopulaabeautifulformula斯皮尔曼的rho为amhcopula函数的一个美丽的公式 系统标签: amhcopulaspearmanrhoformulabeautiful Spearman’sRhofortheAMHCopula: aBeautifulFormula MartinM¨achler ETHZurich June2014(LAT E X’edOctober26,2015) Abstract WederiveabeautifulseriesexpansionforSpearman’...