A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation
type: Item
instance of: scholarly article
title: A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation
zbMATH Open document ID: 1446.62314
author: Hansheng Wang
published in: Computational Statistics and Data Analysis
publication date: 2009-05-29T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 5559445
zbMATH Keywords: China stock market
zbMATH Keywords: iterative marginal optimization
zbMATH Keywords: maximum rank correlation
zbMATH Keywords: Nelder-Mead algorithm
zbMATH Keywords: receiver operating characteristics
zbMATH Keywords: special treatment policy
describes a project that uses: Quicksort
describes a project that uses: fminsearch
MaRDI profile type: Publication
full work available at URL: j.csda.2006.10.004
OpenAlex ID: W2115823897
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cites work: The Limiting Distribution of the Maximum Rank Correlation Estimator
DOI: 10.1016/J.CSDA.2006.10.004
description: scientific article; zbMATH DE number 5559445