On circular correlation for data on the torus

Xiaoping Zhan (), Tiefeng Ma, Shuangzhe Liu and Kunio Shimizu
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Xiaoping Zhan: Southwestern University of Finance and Economics
Tiefeng Ma: Southwestern University of Finance and Economics
Shuangzhe Liu: University of Canberra
Kunio Shimizu: The Institute of Statistical Mathematics

Statistical Papers, 2019, vol. 60, issue 6, No 2, 1827-1847

Abstract: Abstract The circular correlation topic for data on the torus is studied. Firstly, the order for two points on the circumference is considered and an order function is defined. Then, an alternative moment coefficient to measure T-linear association between two circular variables based on the order function is proposed. After the concordant on the torus is explained, an alternative rank correlation coefficient on the torus is also proposed. A number of properties for the two coefficients are investigated and their comparisons with the existing alternatives are made. Two examples of real data analysis are presented to illustrate our results.

Keywords: Circular correlation; Circular data; Kendall’s $$\tau $$ τ; Circular order; T-linear (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s00362-017-0897-5

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