Asymptotic expected sensitivity function and its applications to nonparametric correlation estimators
Year: 2024
Type: preprint
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 Gateaux derivative. To illustrate, we study the robustness of some important rank correlations, including Spearman's and Kendall's correlations, and the recently developed Chatterjee's correlation.
Source: arXiv (Cornell University)
Author: Zhang, Qingyang
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4390832552