Influence functions of the Spearman and Kendall correlation measures
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Cites work
- scientific article; zbMATH DE number 3046348 (Why is no real title available?)
- A NEW MEASURE OF RANK CORRELATION
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- A survey of robust statistics
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- On a Measure of Dependence Between two Random Variables
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- Robustness properties of dispersion estimators
- Sample size requirements for estimating Pearson, Kendall and Spearman correlations
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- The variance of Spearman's rho in normal samples
Cited in
(47)- Robust parameter estimation for the Ornstein-Uhlenbeck process
- Symmetric Gini covariance and correlation
- The probabilistic support Kendall correlation and its transitivity properties
- Efficient computation of sparse and robust maximum association estimators
- Robust variable selection with application to quality of life research
- Two symmetric and computationally efficient Gini correlations
- Improved methods for making inferences about multiple skipped correlations
- Correlations in bivariate Pareto distributions
- Robust sieve estimators for functional canonical correlation analysis
- A fluctuation test for constant Spearman's rho with nuisance-free limit distribution
- Hermiter: \textbf{R} package for sequential nonparametric estimation
- The influence function of Gini's gamma
- Robust distances for outlier-free goodness-of-fit testing
- High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
- Sparse regression for large data sets with outliers
- Development of a canonical correlation model involving non linearity and asymmetric variables
- Influence function-based confidence intervals for the Kendall rank correlation coefficient
- Local dependence test between random vectors based on the robust conditional Spearman's and Kendall's
- The effects of additive outliers in INAR(1) process and robust estimation
- On the specification of multivariate association measures and their behaviour with increasing dimension
- Robust estimation of (partial) autocorrelation
- Robust and sparse estimation of graphical models based on multivariate winsorization
- Robustness and monotonicity properties of generalized correlation coefficients
- Clustering of financial time series in risky scenarios
- Sample size requirements for estimating Pearson, Kendall and Spearman correlations
- A Rank Correlation Coefficient Resistant to Outliers
- Asymptotic expected sensitivity function and its applications to measures of monotone association
- Factor Analysis Revisited – How Many Factors are There?
- Spatial sign correlation
- Disjoint multipath closeness centrality
- Partial decidability protocol for the Wang tiling problem from statistical mechanics and chaotic mapping
- Sequential estimation of Spearman rank correlation using Hermite series estimators
- Robust and sparse estimation of the inverse covariance matrix using rank correlation measures
- Median and quantile conditional copulas
- Sensitivity and influence analysis of estimators of correlation coefficients
- Scale-invariant sparse PCA on high-dimensional meta-elliptical data
- Efficient and accurate inference for mixtures of Mallows models with Spearman distance
- On the extensions of the Chatterjee-Spearman test
- Testing for changes in Kendall's tau
- Fast Robust Correlation for High-Dimensional Data
- Probabilistic linguistic three-way decisions: integrating prospect theory with fuzzy possibilistic c-means clustering
- The Gaussian rank correlation estimator: robustness properties
- Kendall's correlation coefficient for vague preferences
- Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices
- Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions
- Error rates for multivariate outlier detection
- Sn covariance
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