Influence Functions of the Spearman and Kendall Correlation Measures
AbstractMathematics Subject Classification (2000) 62G35 · 62F99
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Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2010-40.
Date of creation: 2010
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Other versions of this item:
- Christophe Croux & Catherine Dehon, 2010. "Influence functions of the Spearman and Kendall correlation measures," Statistical Methods and Applications, Springer, vol. 19(4), pages 497-515, November.
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-05-02 (All new papers)
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