Asymptotic properties of Pearson壮s rank-variate correlation coefficient in bivariate normal model
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- 作者：Weichao Xua ; wcxu@gdut.edu.cn" class="auth_mail" title="E-mail the corresponding author ; Rubao Maa ; rbma@mail2.gdut.edu.cn" class="auth_mail" title="E-mail the corresponding author ; Yanzhou Zhoua ; zhouyanzhou@gdut.edu.cn" class="auth_mail" title="E-mail the corresponding author ; Shiguo Penga ; psg7202@126.com" class="auth_mail" title="E-mail the corresponding author ; Yunhe Houb ; yhhou@eee.hku.hk" class="auth_mail" title="E-mail the corresponding author
- 关键词：Bivariate normal ; Daniels壮s generalized correlation coefficient ; Fisher壮s z-transform ; Gini correlation (GC) ; Pearson壮s product moment correlation coefficient (PPMCC) ; Pearson壮s rank variate correlation coefficient (PRVCC)
- 刊名：Signal Processing
- 出版年：2016
- 出版时间：February 2016
- 年：2016
- 卷：119
- 期：Complete
- 页码：190-202
- 全文大小：1172 K
文摘
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Establishment of the asymptotic closed forms of the expectation and variance of the Pearson壮s rank-variate correlation coefficient (PRVCC) under bivariate normal model.
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Investigation of the variance-stability features of Fishers z-transform on PRVCC.
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Robustness study of PRVCC for data following heavy-tailed distribution such as bivariate student distribution.