Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147760 | Journal of Statistical Planning and Inference | 2011 | 13 Pages |
Abstract
A new class of generalized correlation coefficients that contains the Pearson and Kendall statistics as special cases was defined by Chinchilli et al. (2005) and applied to the estimation of correlations coefficients within the context of 2Ã2 cross-over designs for clinical trials. In this paper, we determine the infinitesimal robustness and local stability properties of these generalized correlation coefficients by deriving their corresponding influence functions. For cases in which the population distribution is a bivariate normal or a mixture of bivariate normal distributions we obtain explicit formulas, and establish monotonicity and sign-reverse rule properties of the generalized correlation coefficients.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Vivian Yi-Ju Chen, Vernon M. Chinchilli, Donald St. P. Richards,