Asymptotic expected sensitivity function and its applications to measures of monotone association

Qingyang Zhang ()
Additional contact information
Qingyang Zhang: University of Arkansas

Annals of the Institute of Statistical Mathematics, 2024, vol. 76, issue 5, No 6, 877-896

Abstract: Abstract We introduce a new type of influence function, the asymptotic expected sensitivity function, which is often equivalent to but mathematically more tractable than the traditional one based on the Gâteaux derivative. To illustrate, we study the robustness of some important measures of association, including Spearman’s rank correlation and Kendall’s concordance measure, and the recently developed Chatterjee’s correlation.

Keywords: Robustness measure; Influence function; Sensitivity function; Chatterjee’s correlation (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10463-024-00910-z Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:aistmt:v:76:y:2024:i:5:d:10.1007_s10463-024-00910-z

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10463/PS2

DOI: 10.1007/s10463-024-00910-z

Access Statistics for this article

Annals of the Institute of Statistical Mathematics is currently edited by Tomoyuki Higuchi

More articles in Annals of the Institute of Statistical Mathematics from Springer, The Institute of Statistical Mathematics
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().