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Influence functions of the Spearman and Kendall correlation measures

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  • Christophe Croux
  • Catherine Dehon

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  • Christophe Croux & Catherine Dehon, 2010. "Influence functions of the Spearman and Kendall correlation measures," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(4), pages 497-515, November.
    • Handle: RePEc:spr:stmapp:v:19:y:2010:i:4:p:497-515
    DOI: 10.1007/s10260-010-0142-z
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    References listed on IDEAS

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    1. Genton, Marc G. & Ma, Yanyuan, 1999. "Robustness properties of dispersion estimators," Statistics & Probability Letters, Elsevier, vol. 44(4), pages 343-350, October.
    2. Borkowf, Craig B., 2002. "Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation," Computational Statistics & Data Analysis, Elsevier, vol. 39(3), pages 271-286, May.
    3. Falk, Michael, 1998. "A Note on the Comedian for Elliptical Distributions," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 306-317, November.
    4. Stephan Morgenthaler, 2007. "A survey of robust statistics," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(3), pages 271-293, February.
    5. Wilcox, Rand R., 2003. "Inferences based on multiple skipped correlations," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 223-236, October.
    6. Stephan Morgenthaler, 2007. "A survey of robust statistics," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 16(1), pages 171-172, June.
    7. Stephan Morgenthaler, 2007. "A survey of robust statistics," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(3), pages 271-293, February.
    8. Douglas Bonett & Thomas Wright, 2000. "Sample size requirements for estimating pearson, kendall and spearman correlations," Psychometrika, Springer;The Psychometric Society, vol. 65(1), pages 23-28, March.
    9. Cerioli, Andrea, 2010. "Multivariate Outlier Detection With High-Breakdown Estimators," Journal of the American Statistical Association, American Statistical Association, vol. 105(489), pages 147-156.
    10. Khan, Jafar A. & Van Aelst, Stefan & Zamar, Ruben H., 2007. "Robust Linear Model Selection Based on Least Angle Regression," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1289-1299, December.
    11. Ingram Olkin & Adi Raveh, 2009. "Bounds for how much influence an observation can have," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 18(1), pages 1-11, March.
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