The Gaussian rank correlation estimator: robustness properties

DOI10.1007/s11222-011-9237-0zbMath1322.62129OpenAlexW3121452172MaRDI QIDQ746226

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

zbMATH Keywords

correlationrobustnessefficiencybreakdownVan der Waerden

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (12)

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Uses Software

• robustbase
• ROBPCA
• pcaPP

Cites Work

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• Robust Statistics
• A NEW MEASURE OF RANK CORRELATION

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