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scientific article; zbMATH DE number 19722
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scientific article; zbMATH DE number 19722 |
Statements
26 June 1992
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circular correlation coefficient
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sample analogue
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parametric models
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estimates
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angular correlations
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nonparametric correlation coefficient
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0.7813349962234497
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0.7712213397026062
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0.7617592811584473
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0.7579396963119507
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[For the entire collection see Zbl 0732.00018.] A circular correlation coefficient which has all the desirable properties of a correlation coefficient is defined. The paper amplifies and provides some further details on a definition that was given by \textit{J. S. Rao} and \textit{Y. R. Sarma} [Proc. ISI 44th session, Vol. 2, 571-574 (1983)]. A sample analogue of the measure is introduced and its asymptotic distribution is obtained. The third section deals with some parametric models and illustrates how the definition given in section 2 works for these models. In these special cases, estimates of the proposed measure and their asymptotic distributions are derived. These estimates are then used to test hypotheses concerning angular correlations. Finally a nonparametric correlation coefficient is introduced in section 4.
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