Asymptotic properties of pearson's rank-variate correlation coefficient under contaminated gaussian model

PLoS ONE

Volumn 9, Issue 11, 2014, Pages

  Ma, Rubao ^a   Xu, Weichao ^a   Zhang, Yun ^a   Ye, Zhongfu ^b  

^a GUANGDONG UNIVERSITY OF TECHNOLOGY   (China)

^b UNIVERSITY OF SCIENCE AND TECHNOLOGY OF CHINA   (China)

Author keywords

[No Author keywords available]

Indexed keywords

ARTICLE; CONTAMINATED GAUSSIAN MODEL; KENDALL TAU; MONTE CARLO METHOD; NOISE; PEARSON RANK VARIATE CORRELATION COEFFICIENT; ROOT MEAN SQUARED ERROR; SPEARMAN RHO; STATISTICAL ANALYSIS; STATISTICAL PARAMETERS; THEORETICAL STUDY; VARIANCE; NONPARAMETRIC TEST; NORMAL DISTRIBUTION; STATISTICAL MODEL;

MODELS, STATISTICAL; MONTE CARLO METHOD; NORMAL DISTRIBUTION; STATISTICS, NONPARAMETRIC;

EID: 84911488223     PISSN: None     EISSN: 19326203     Source Type: Journal    
DOI: 10.1371/journal.pone.0112215     Document Type: Article

References (40)

1. Kendall M, Gibbons JD (1990) Rank Correlation Methods. New York: Oxford University Press, 5th edition.
2. Gibbons JD, Chakraborti S (1992) Nonparametric Statistical Inference. New York: M. Dekker, 3rd edition.
3. Jacovitti G, Cusani R (1992) Performance of normalized correlation estimators for complex processes. IEEE Transactions on Signal Processing 40: 114-128.
4. Delmas J, Abeida H (2009) Asymptotic distribution of circularity coefficients estimate of complex random variables. Signal Processing 89: 2670-2675.
5. Chorti A, Hristopulos DT (2008) Nonparametric identification of anisotropic (elliptic) correlations in spatially distributed data sets. IEEE Transactions on Signal Processing 56: 4738-4751.
6. Chaux C, Duval L, Benazza-Benyahia A, Pesquet JC (2008) A nonlinear steinbased estimator for multichannel image denoising. IEEE Transactions on Signal Processing 56: 3855-3870.
7. Tao R, Zhang F, Wang Y (2008) Fractional power spectrum. IEEE Transactions on Signal Processing 56: 4199-4206.
8. Xu W, Zhao C, Ding Z (2009) Limited feedback multiuser scheduling of spatially correlated broadcast channels. Vehicular Technology, IEEE Transactions on 58: 4406-4418.
9. Girault J, Kouamé D, Ouahabi A (2010) Analytical formulation of the fractal dimension of filtered stochastic signals. Signal Processing 90: 2690-2697.
10. Lian J, Garner G, Muessig D, Lang V (2010) A simple method to quantify the morphological similarity between signals. Signal Processing 90: 684-688.
11. Li J, Chen X, He Z (2013) Adaptive stochastic resonance method for impact signal detection based on sliding window. Mechanical Systems and Signal Processing 36: 240-255.
12. Xu W, Hou Y, Hung Y, Zou Y (2013) A comparative analysis of spearman's rho and kendall's tau in normal and contaminated normal models. Signal Processing 93: 261-276.
13. Axehill D, Gunnarsson F, Hansson A (2008) A low-complexity highperformance preprocessing algorithm for multiuser detection using gold sequences. IEEE Transactions on Signal Processing 56: 4377-4385.
14. Beko M, Xavier J, Barroso V (2008) Further results on the capacity and error probability analysis of noncoherent mimo systems in the low snr regime. IEEE Transactions on Signal Processing 56: 2915-2930.
15. Greco M, Gini F, Farina A (2008) Radar detection and classification of jamming signals belonging to a cone class. IEEE Transactions on Signal Processing 56: 1984-1993.
16. Liu L, Amin M (2008) Performance analysis of gps receivers in non-gaussian noise incorporating precorrelation filter and sampling rate. IEEE Transactions on Signal Processing 56: 990-1004.
17. Gini F (1998) A radar application of a modified Cramer-Rao bound: parameter estimation in non-Gaussian clutter. IEEE Transactions on Signal Processing 46: 1945-1953.
18. Gini F, Michels J (1999) Performance analysis of two covariance matrix estimators in compound-Gaussian clutter. IEE Proceedings Part-F 146: 133-140.
19. Mari DD, Kotz S (2001) Correlation and Dependence. London: Imperial College Press.
20. Ma R, Xu W, Wang Q, Chen W (2014) Robustness analysis of three classical correlation coefficients under contaminated gaussian model. Signal Processing 104: 51-58.
21. Pearson K (1914) On an extension of the method of correlation by grades or ranks. Biometrika 10: 416-418.
22. Schechtman E, Yitzhaki S (1987) A measure of association base on gini's mean difference. Commun Statist-Theor Meth 16: 207-231.
23. Xu W, Chang C, Hung YS, Kwan SK, Fung PCW (2006) Order statistic correlation coefficient and its application to association measurement of biosignals. ICASSP 2006 Proceedings 2: II-1068-1071.
24. Xu W, Chang C, Hung YS, Kwan SK, Fung PCW (2007) Order statistics correlation coefficient as a novel association measurement with applications to biosignal analysis. IEEE Transactions on Signal Processing 55: 5552-5563.
25. Xu W, Chang C, Hung Y, Fung P (2008) Asymptotic properties of order statistics correlation coefficient in the normal cases. IEEE Transactions on Signal Processing 56: 2239-2248.
26. Gao ZK, Zhang XW, Jin ND, Donner R, Marwan N, et al. (Sept. 2013) Recurrence networks from multivariate signals for uncovering dynamic transitions of horizontal oil-water stratified flows. Europhysics Letters 103: 50004 (6 pp.).
27. Gao ZK, Zhang XW, Jin ND, Marwan N, Kurths J (2013) Multivariate recurrence network analysis for characterizing horizontal oil-water two-phase flow. Phys Rev E 88: 032910.
28. Su Z, Li L, Peng H, Kurths J, Xiao J, et al. (2014) Robustness of interrelated traffic networks to cascading failures. Scientific Reports 4: 5413.
29. Li L, Peng H, Kurths J, Yang Y, Schellnhuber HJ (2014) Chaos-order transition in foraging behavior of ants. Proceedings of the National Academy of Sciences 111: 8392-8397.
30. Fisher RA (1921) On the 'probable error' of a coefficient of correlation deduced from a small sample. Metron 1: 3-32.
31. Stein D (1995) Detection of random signals in gaussian mixture noise. IEEE Trans Inf Theory 41: 1788-1801.
32. Reznic Z, Zamir R, Feder M (2002) Joint source-channel coding of a gaussian mixture source over the gaussian broadcast channel. IEEE Trans Inf Theory 48: 776-781.
33. Chen R, Wang X, Liu J (2000) Adaptive joint detection and decoding in flatfading channels via mixture Kalman filtering. IEEE Trans Inf Theory 46: 2079-2094.
34. Serfling RJ (2002) Approximation Theorems of Mathematical Statistics. Wiley series in probability and mathematical statistics. New York: Wiley.
35. David H, Nagaraja H (2003) Order Statistics. Hoboken: Wiley-Interscience, 3rd edition.
36. Balakrishnan N, Rao CR (1998) Order Statistics: Applications. Handbook of statistics; v. 17. New York: Elsevier.
37. Balakrishnan N, Rao CR (1998) Order Statistics: Theory & Methods. Handbook of statistics; v. 16. New York: Elsevier.
38. Stuart A, Ord JK (1994) Kendall's Advanced Theory of Statistics: Volume 1 Distribution Theory. London: Edward Arnold, 6th edition.
39. Xu W, Hung YS, Niranjan M, Shen M (2010) Asymptotic mean and variance of Gini correlation for bivariate normal samples. IEEE Trans Signal Process 58: 522-534.
40. Moran PAP (1948) Rank correlation and product-moment correlation. Biometrika 35: 203-206.