Influence functions of the Spearman and Kendall correlation measures
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.springerlink.com/index/pdf/10.1007/s10260-010-0142-z
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3. Blomqvist N (1950) On a measure of dependance between two random variables. Ann Math Stat 21: 593–600
4. Bonett DG, Wright TA (2000) Sample size requirements for estimating Pearson, Kendall and Spearman correlation. Psychometrika 65: 23–28
5. Borkowf C (2002) Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman’s rank correlation. Comput Stat Data Anal 39: 271–286
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