{"title":"Asymptotic expected sensitivity function and its applications to measures of monotone association","authors":"Qingyang Zhang","doi":"10.1007/s10463-024-00910-z","DOIUrl":null,"url":null,"abstract":"<div><p>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 Gâteaux derivative. To illustrate, we study the robustness of some important measures of association, including Spearman’s rank correlation and Kendall’s concordance measure, and the recently developed Chatterjee’s correlation.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":null,"pages":null},"PeriodicalIF":0.8000,"publicationDate":"2024-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annals of the Institute of Statistical Mathematics","FirstCategoryId":"100","ListUrlMain":"https://link.springer.com/article/10.1007/s10463-024-00910-z","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
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 Gâteaux derivative. To illustrate, we study the robustness of some important measures of association, including Spearman’s rank correlation and Kendall’s concordance measure, and the recently developed Chatterjee’s correlation.
期刊介绍：
Annals of the Institute of Statistical Mathematics (AISM) aims to provide a forum for open communication among statisticians, and to contribute to the advancement of statistics as a science to enable humans to handle information in order to cope with uncertainties. It publishes high-quality papers that shed new light on the theoretical, computational and/or methodological aspects of statistical science. Emphasis is placed on (a) development of new methodologies motivated by real data, (b) development of unifying theories, and (c) analysis and improvement of existing methodologies and theories.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
