The influence function of Gini's gamma (also known as Gini's cograduation index) is derived. This function is shown to be bounded so as to claim that the considered measure is B-robust. After defining a Fisher consistent version of Gini's gamma for the bivariate Normal model, a closer examination of the related influence function is given, by reporting its plot and by computing its gross error sensitivity. Finally, some results of a simulation study are reported to evaluate how robustness can be combined with efficiency for the considered measure.
Borroni, C., Cifarelli, D. (2017). The influence function of Gini's gamma. METRON, 75(1), 17-29 [10.1007/s40300-016-0103-x].
The influence function of Gini's gamma
BORRONI, CLAUDIO GIOVANNI
Primo
;
2017
Abstract
The influence function of Gini's gamma (also known as Gini's cograduation index) is derived. This function is shown to be bounded so as to claim that the considered measure is B-robust. After defining a Fisher consistent version of Gini's gamma for the bivariate Normal model, a closer examination of the related influence function is given, by reporting its plot and by computing its gross error sensitivity. Finally, some results of a simulation study are reported to evaluate how robustness can be combined with efficiency for the considered measure.
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