Open AccessThe Gaussian Rank Correlation Estimator: Robustness Properties
Author(s) -
Kris Boudt,
Jonathan Cornelissen,
Christophe Croux
Publication year - 2010
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1689465
Subject(s) - outlier , estimator , mathematics , robustness (evolution) , correlation , gaussian , multivariate normal distribution , spearman's rank correlation coefficient , rank correlation , statistics , principal component analysis , covariance matrix , correlation coefficient , scatter matrix , rank (graph theory) , normal distribution , multivariate statistics , combinatorics , physics , biochemistry , chemistry , geometry , quantum mechanics , gene
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