Two symmetric and computationally efficient Gini correlations

DOI10.1515/demo-2020-0020zbMath1461.62058OpenAlexW3113784644MaRDI QIDQ830309

Courtney Vanderford, Xin Dang, Yongli Sang

Publication date: 7 May 2021

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2020-0020

zbMATH Keywords

robustnessinfluence functionasymptotic relative efficiencycomputationally efficient Gini correlationsymmetric Gini correlation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Related Items (1)

Correlations in bivariate Pareto distributions

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