Asymptotic properties of order statistics correlation coefficient in the normal cases

IEEE Transactions on Signal Processing

Volumn 56, Issue 6, 2008, Pages 2239-2248

  Xu, Weichao ^a   Chang, Chunqi ^a   Hung, Y S ^a   Fung, Peter Chin Wan ^a  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Bivariate normal; Concomitant; Delta method; Fisher's z transform; Gini correlation (GC) Kurtosis; Order statistics correlation coefficient (OSCC); Pearson's product moment correlation coefficient (PPMCC); Ranks; Relative efficiency; Skewness; Spearman's rho (SR)

Indexed keywords

COMPUTER SIMULATION; CORRELATION METHODS; MONTE CARLO METHODS; STATISTICS; Z TRANSFORMS;

BIVARIATE NORMAL; DELTA METHOD; FISHER'S Z TRANSFORM; GINI CORRELATION (GC) KURTOSIS; ORDER STATISTICS CORRELATION COEFFICIENT (OSCC);

SIGNAL PROCESSING;

EID: 44849127226     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2007.916127     Document Type: Article

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