Titre:
  • Robustness versus Efficiency for Nonparametric Correlation Measures
Auteur:Croux, Christophe; Dehon, Catherine
Statut de publication:Publié, 2008
series:ECARES Working papers, 2008_002
Sujet CREF:Economie
Volumes/pages:25 p.
Mots-clés:Asymptotic Variance
Correlation
Gross-Error Sensitivity
Infuence function
Kendall correlation
Robustness
Spearman correlation.
Langue:Anglais
Identificateurs:RePEc:eca:wpaper:2008_002