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Subject
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Asymptotic Variance 1 Correlation 1 Gross-Error Sensitivity 1 Infuence function 1 Kendall correlation 1 Robustness 1 Spearman correlation 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
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Undetermined 1
Author
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Croux, Christophe 1 Dehon, Catherine 1
Institution
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European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1
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Working Papers ECARES 1
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RePEc 1
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Robustness versus Efficiency for Nonparametric Correlation Measures
Dehon, Catherine; Croux, Christophe - European Centre for Advanced Research in Economics and … - 2008
Nonparametric correlation measures at the Kendall and Spearman correlation are widely used in the behavioral sciences. These measures are often said to be robust, in the sense of being resistant to outlying observations. In this note we formally study their robustness by means of their infuence...
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