On circular correlation for data on the torus

被引：0
|
作者：
Xiaoping Zhan
Tiefeng Ma
Shuangzhe Liu
Kunio Shimizu
机构：
[1] Southwestern University of Finance and Economics,School of Statistics, Center of Statistical Research
[2] University of Canberra,Program of Mathematics and Statistics
[3] The Institute of Statistical Mathematics,School of Statistical Thinking
来源：
Statistical Papers | 2019年 / 60卷
关键词：
Circular correlation; Circular data; Kendall’s ; Circular order; T-linear;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The circular correlation topic for data on the torus is studied. Firstly, the order for two points on the circumference is considered and an order function is defined. Then, an alternative moment coefficient to measure T-linear association between two circular variables based on the order function is proposed. After the concordant on the torus is explained, an alternative rank correlation coefficient on the torus is also proposed. A number of properties for the two coefficients are investigated and their comparisons with the existing alternatives are made. Two examples of real data analysis are presented to illustrate our results.
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页码：1827 / 1847
页数：20
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