Symmetric Gini covariance and correlation

DOI10.1002/cjs.11287zbMath1357.62217arXiv1605.02332OpenAlexW2963861892MaRDI QIDQ5507361

Hailin Sang, Xin Dang, Yongli Sang

Publication date: 19 December 2016

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.02332

zbMATH Keywords

robustnessasymptotic normalityefficiencyestimatorselliptical distributionGini correlationGini mean differencesymmetric Gini covariance

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (4)

Two symmetric and computationally efficient Gini correlations ⋮ Correlations in bivariate Pareto distributions ⋮ Depth-based weighted jackknife empirical likelihood for non-smooth \(U\)-structure equations. WJEL for \(U\)-structure equations ⋮ Jackknife empirical likelihood methods for gini correlations and their equality testing

Cites Work

• Influence functions of the Spearman and Kendall correlation measures
• On the proper bounds of the Gini correlation
• Spatial sign correlation
• The Influence Curve and Its Role in Robust Estimation
• Robust estimation and outlier detection with correlation coefficients
• Asymptotic Mean and Variance of Gini Correlation for Bivariate Normal Samples
• A Measure Of Association Based On Gin's Mean Difference
• Sign and rank covariance matrices

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