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.
翻译:我们引入了一种新型影响函数——渐近期望敏感函数,该函数通常等价于基于加托导数的传统影响函数,但在数学上更易于处理。为阐述其应用,我们研究了若干重要秩相关的稳健性,包括斯皮尔曼相关、肯德尔相关以及近年提出的查特吉相关。