The Gaussian rank correlation estimator: robustness properties
DOI10.1007/S11222-011-9237-0zbMATH Open1322.62129OpenAlexW3121452172MaRDI QIDQ746226FDOQ746226
Authors: Jonathan Cornelissen, Christophe Croux, Leopoldo Catania 
Publication date: 16 October 2015
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://lirias.kuleuven.be/handle/123456789/279975
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Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)
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Cited In (19)
- Jump robust daily covariance estimation by disentangling variance and correlation components
- High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
- Robust variable selection under cellwise contamination
- Development of a canonical correlation model involving non linearity and asymmetric variables
- The effects of additive outliers in INAR(1) process and robust estimation
- Robust estimation of (partial) autocorrelation
- Matrix compatibility and correlation mixture representation of generalized Gini's gamma
- A robust estimate of the correlation coefficient for bivariate normal distribution using ranked set sampling
- Testing noisy numerical data for monotonic association
- A general robustness property of rank correlations
- Spatial sign correlation
- Generalized Bayesian likelihood-free inference
- Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach
- Robust minimum distance estimators for the CARR(1,1) model
- A misspecification test for the higher order co-moments of the factor model
- Fast Robust Correlation for High-Dimensional Data
- Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
- Robust and sparse Gaussian graphical modelling under cell-wise contamination
- Robust and Sparse Estimation of the Inverse Covariance Matrix Using Rank Correlation Measures
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