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On circular correlation for data on the torus

Author

Listed:
  • 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)

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.

Suggested Citation

  • Xiaoping Zhan & Tiefeng Ma & Shuangzhe Liu & Kunio Shimizu, 2019. "On circular correlation for data on the torus," Statistical Papers, Springer, vol. 60(6), pages 1827-1847, December.
    • Handle: RePEc:spr:stpapr:v:60:y:2019:i:6:d:10.1007_s00362-017-0897-5
    DOI: 10.1007/s00362-017-0897-5
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    References listed on IDEAS

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    1. Ashis SenGupta & Sungsu Kim, 2016. "Statistical inference for homologous gene pairs between two circular genomes: a new circular–circular regression model," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 25(3), pages 421-432, August.
    2. Sungsu Kim & Ashis SenGupta, 2013. "A three-parameter generalized von Mises distribution," Statistical Papers, Springer, vol. 54(3), pages 685-693, August.
    3. Shogo Kato & Shinto Eguchi, 2016. "Robust estimation of location and concentration parameters for the von Mises–Fisher distribution," Statistical Papers, Springer, vol. 57(1), pages 205-234, March.
    4. Toshihiro Abe & Arthur Pewsey, 2011. "Sine-skewed circular distributions," Statistical Papers, Springer, vol. 52(3), pages 683-707, August.
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    Cited by:

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    3. Fehrer, Julia A. & Wieland, Heiko, 2021. "A systemic logic for circular business models," Journal of Business Research, Elsevier, vol. 125(C), pages 609-620.

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