Influence functions of the Spearman and Kendall correlation measures

DOI10.1007/s10260-010-0142-zzbMath1332.62186OpenAlexW2048957655MaRDI QIDQ257584

Catherine Dehon, Christophe Croux

Publication date: 17 March 2016

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-010-0142-z

zbMATH Keywords

correlationrobustnessinfluence functionasymptotic variancegross-error sensitivityKendall correlationSpearman correlation

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Measures of association (correlation, canonical correlation, etc.) (62H20)

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