The Gaussian rank correlation estimator: robustness properties
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Publication:746226
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Cites work
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Cited in
(21)- A misspecification test for the higher order co-moments of the factor model
- The effects of additive outliers in INAR(1) process and robust estimation
- Development of a canonical correlation model involving non linearity and asymmetric variables
- Matrix compatibility and correlation mixture representation of generalized Gini's gamma
- Fast Robust Correlation for High-Dimensional Data
- Robust and sparse estimation of the inverse covariance matrix using rank correlation measures
- High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
- Robust estimation of (partial) autocorrelation
- Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
- Testing noisy numerical data for monotonic association
- Robust Bayesian synthetic likelihood via a semi-parametric approach
- Robust and sparse Gaussian graphical modelling under cell-wise contamination
- Robust minimum distance estimators for the CARR(1,1) model
- Influence functions of the Spearman and Kendall correlation measures
- A robust estimate of the correlation coefficient for bivariate normal distribution using ranked set sampling
- A general robustness property of rank correlations
- Spatial sign correlation
- Jump robust daily covariance estimation by disentangling variance and correlation components
- An improved estimate for the condition number anomaly of univariate Gaussian correlation matrices
- Generalized Bayesian likelihood-free inference
- Robust variable selection under cellwise contamination
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