Advanced Search
MyIDEAS: Login

Influence Functions of the Spearman and Kendall Correlation Measures

Contents:

Author Info

  • Croux, C.
  • Dehon, C.

    (Tilburg University, Center for Economic Research)

Abstract

Mathematics Subject Classification (2000) 62G35 · 62F99

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://arno.uvt.nl/show.cgi?fid=100662
Our checks indicate that this address may not be valid because: 404 Not Found. If this is indeed the case, please notify (Richard Broekman)
Download Restriction: no

Bibliographic Info

Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2010-40.

as in new window
Length:
Date of creation: 2010
Date of revision:
Handle: RePEc:dgr:kubcen:201040

Contact details of provider:
Web page: http://center.uvt.nl

Related research

Keywords:

Other versions of this item:

Find related papers by JEL classification:

This paper has been announced in the following NEP Reports:

References

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
as in new window
  1. Stephan Morgenthaler, 2007. "A survey of robust statistics," Statistical Methods and Applications, Springer, vol. 16(1), pages 171-172, June.
  2. Khan, Jafar A. & Van Aelst, Stefan & Zamar, Ruben H., 2007. "Robust Linear Model Selection Based on Least Angle Regression," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1289-1299, December.
  3. Genton, Marc G. & Ma, Yanyuan, 1999. "Robustness properties of dispersion estimators," Statistics & Probability Letters, Elsevier, vol. 44(4), pages 343-350, October.
  4. Ingram Olkin & Adi Raveh, 2009. "Bounds for how much influence an observation can have," Statistical Methods and Applications, Springer, vol. 18(1), pages 1-11, March.
  5. Stephan Morgenthaler, 2007. "A survey of robust statistics," Statistical Methods and Applications, Springer, vol. 15(3), pages 271-293, February.
Full references (including those not matched with items on IDEAS)

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Andreas Alfons & Wolfgang Baaske & Peter Filzmoser & Wolfgang Mader & Roland Wieser, 2011. "Robust variable selection with application to quality of life research," Statistical Methods and Applications, Springer, vol. 20(1), pages 65-82, March.
  2. Agostino Tarsitano & Rosetta Lombardo, 2013. "A Coefficient of Correlation Based on Ratios of Ranks and Anti-ranks," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 233(2), pages 206-224, March.
  3. Wied, Dominik & Dehling, Herold & van Kampen, Maarten & Vogel, Daniel, 2014. "A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 723-736.
  4. Sonja Rieder, 2012. "Robust parameter estimation for the Ornstein–Uhlenbeck process," Statistical Methods and Applications, Springer, vol. 21(4), pages 411-436, November.
  5. Boudt, Kris & Daníelsson, Jón & Laurent, Sébastien, 2013. "Robust forecasting of dynamic conditional correlation GARCH models," International Journal of Forecasting, Elsevier, vol. 29(2), pages 244-257.
  6. Agostino Tarsitano & Rosetta Lombardo, 2011. "An Exhaustive Coefficient Of Rank Correlation," Working Papers 201111, Università della Calabria, Dipartimento di Economia, Statistica e Finanza (Ex Dipartimento di Economia e Statistica).
  7. Dehling, Herold & Fried, Roland & Sharipov, Olimjon Sh. & Vogel, Daniel & Wornowizki, Max, 2013. "Estimation of the variance of partial sums of dependent processes," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 141-147.
  8. Cerioli, Andrea & Farcomeni, Alessio & Riani, Marco, 2013. "Robust distances for outlier-free goodness-of-fit testing," Computational Statistics & Data Analysis, Elsevier, vol. 65(C), pages 29-45.
  9. Cerioli, Andrea & Farcomeni, Alessio, 2011. "Error rates for multivariate outlier detection," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 544-553, January.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:dgr:kubcen:201040. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Richard Broekman).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.