The influence function of Gini’s gamma

Claudio G. Borroni () and D. Michele Cifarelli
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Claudio G. Borroni: University of Milano Bicocca (Italy)
D. Michele Cifarelli: Bocconi University (Italy)

METRON, 2017, vol. 75, issue 1, No 2, 17-29

Abstract: Abstract The influence function of Gini’s gamma (also known as Gini’s cograduation index) is derived. This function is shown to be bounded so as to claim that the considered measure is B-robust. After defining a Fisher consistent version of Gini’s gamma for the bivariate Normal model, a closer examination of the related influence function is given, by reporting its plot and by computing its gross error sensitivity. Finally, some results of a simulation study are reported to evaluate how robustness can be combined with efficiency for the considered measure.

Keywords: Gini’s gamma; Influence function; Association measures (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s40300-016-0103-x

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