On circular correlation for data on the torus

Xiaoping Zhan, Tiefeng Ma, Shuangzhe Liu, Kunio Shimizu

Research output: Contribution to journalArticle

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.

Original languageEnglish
Pages (from-to)1827-1847
Number of pages21
JournalStatistical Papers
Volume60
Issue number6
DOIs
Publication statusPublished - Dec 2019

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