A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation (Q1019910)

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scientific article; zbMATH DE number 5559445
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A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation
scientific article; zbMATH DE number 5559445

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    A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation (English)
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    29 May 2009
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    China stock market
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    iterative marginal optimization
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    maximum rank correlation
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    Nelder-Mead algorithm
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    receiver operating characteristics
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    special treatment policy
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