Paper Info

Title | ||
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Asymptotic Properties of Order Statistics Correlation Coefficient in the Normal Cases |

Abstract | ||
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We have previously proposed a novel order statistics correlation coefficient (OSCC), which possesses some desirable advantages when measuring linear and monotone nonlinear associations between two signals. However, the understanding of this new coefficient is far from complete. A lot of theoretical questions, such as the expressions of its distribution and moments, remain to be addressed. Motivated by this unsatisfactory situation, in this paper we prove that for samples drawn from bivariate normal populations, the distribution of OSCC is asymptotically equivalent to that of the Pearson's product moment correlation coefficient (PPMCC). We also reveal its close relationships with the other two coefficients, namely, Gini correlation (GC) and Spearman's rho (SR). Monte Carlo simulation results agree with the theoretical findings. |

Year | DOI | Venue |
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2008 | 10.1109/TSP.2007.916127 | IEEE Transactions on Signal Processing |

Keywords | Field | DocType |

normal cases,monte carlo simulation result,theoretical question,close relationship,asymptotic properties,novel order statistics correlation,theoretical finding,bivariate normal population,asymptotically equivalent,product moment correlation coefficient,order statistics correlation coefficient,new coefficient,gini correlation,delta method,ppmcc,statistical analysis,bivariate normal,relative efficiency,monte carlo simulation,order statistic,kurtosis,skewness,monte carlo methods | Applied mathematics,Correlation coefficient,Pearson product-moment correlation coefficient,Mathematical optimization,Multivariate normal distribution,Fisher transformation,Statistics,Order statistic,Spearman's rank correlation coefficient,Kurtosis,Mathematics,Scaled correlation | Journal |

Volume | Issue | ISSN |

56 | 6 | 1053-587X |

Citations | PageRank | References |

12 | 0.86 | 2 |

Authors | ||

4 |

Authors (4 rows)

Cited by (12 rows)

References (2 rows)

Name | Order | Citations | PageRank |
---|---|---|---|

Weichao Xu | 1 | 118 | 15.84 |

Chunqi Chang | 2 | 229 | 23.21 |

Y.S. Hung | 3 | 12 | 0.86 |

P.C.W. Fung | 4 | 12 | 0.86 |