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Influence functions of the Spearman and Kendall correlation measures

Christophe Croux () and Catherine Dehon ()

Statistical Methods & Applications, 2010, vol. 19, issue 4, 497-515

Keywords: Asymptotic variance; Correlation; Gross-error sensitivity; Influence function; Kendall correlation; Robustness; Spearman correlation; 65G35; 62F99 (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10260-010-0142-z

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