A general robustness property of rank correlations

DOI10.1080/03610928208828231zbMath0588.62093OpenAlexW2005204187MaRDI QIDQ3716087

Helmut Rieder

Publication date: 1982

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928208828231

zbMATH Keywords

law of large numberstests for independenceasymptotic robustness theoryRank correlationsweakly equicontinuous error probabilities

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Unnamed Item
• Robustness of one- and two-sample rank tests against gross errors
• Locally robust correlation coefficients
• Some invariance principles for rank statistics for testing independence
• ASYMPTOTIC NORMALITY OF LINEAR RANK STATISTICS UNDER ALTERNATIVES
• A General Qualitative Definition of Robustness

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