Asymptotic properties of Pearson's rank-variate correlation coefficient in bivariate normal model

Signal Processing

Volumn 119, Issue , 2016, Pages 190-202

  Xu, Weichao ^a   Ma, Rubao ^a   Zhou, Yanzhou ^a   Peng, Shiguo ^a   Hou, Yunhe ^b  

^a GUANGDONG UNIVERSITY OF TECHNOLOGY   (China)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Bivariate normal; Daniels's generalized correlation coefficient; Fisher's z transform; Gini correlation (GC); Pearson's product moment correlation coefficient (PPMCC); Pearson's rank variate correlation coefficient (PRVCC)

Indexed keywords

NORMAL DISTRIBUTION; Z TRANSFORMS;

BIVARIATE NORMAL; CORRELATION COEFFICIENT; GENERALIZED CORRELATION; GINI CORRELATION (GC); PEARSON'S PRODUCT-MOMENT CORRELATION COEFFICIENT;

MEAN SQUARE ERROR;

EID: 84941128689     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sigpro.2015.08.010     Document Type: Article

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