A comparative analysis of Spearmans rho and Kendalls tau in normal and contaminated normal models

Signal Processing

Volumn 93, Issue 1, 2013, Pages 261-276

  Xu, Weichao ^a   Hou, Yunhe ^b   Hung, Y S ^b   Zou, Yuexian ^c  

^a GUANGDONG UNIVERSITY OF TECHNOLOGY   (China)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

^c PEKING UNIVERSITY   (China)

Author keywords

Bivariate normal; Correlation theory; Kendalls tau; Pearsons product moment correlation coefficient; Spearmans rho

Indexed keywords

ASYMPTOTIC RELATIVE EFFICIENCY; BIAS EFFECTS; BIVARIATE NORMAL; COMPARATIVE ANALYSIS; CORRELATION COEFFICIENT; KENDALLS TAU; NORMAL MODEL; PRODUCT-MOMENT CORRELATION; SPEARMANS RHO;

CORRELATION THEORY; ELECTRICAL ENGINEERING; SIGNAL PROCESSING;

MEAN SQUARE ERROR;

EID: 84866366375     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sigpro.2012.08.005     Document Type: Article

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