A Robust Spherical Correlation Coefficient Against Scale.

Abstract

There are several bi-directional situations where it is required to obtain a measure of correlation. The question has been raised often that the bi-directional correlation coefficients so far known are not scale invariant even asymptotically. Following Cox,s procedure (Cox, 1975, J. Roy. Statist. Soc. B, 380-381), a new correlation coefficient is introduced which has the desirable property of being invariant under scale for large samples with von Mises marginals. Its asymptotic distribution under the hypothesis of independence is obtained and examined.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1977
Accession Number
ADA038785

Entities

People

  • Kanti V. Mardia
  • Madan L. Puri

Organizations

  • Indiana University Bloomington

Tags

DTIC Thesaurus Topics

  • Air Force
  • Cardiovascular Physiological Phenomena
  • Coefficients
  • Data Science
  • Directional
  • Estimators
  • Information Science
  • Measurement
  • Multivariate Analysis
  • New York
  • Probability
  • Probability Density Functions
  • Scientific Research
  • Statistical Analysis
  • Statistical Samples
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.
  • Team-Based Human-Centered Cognitive Task Decision Making and Information Performance.