Statistical Properties of Average Kendall’s Tau Under Multivariate Contaminated Gaussian Model
In this paper, we derived the analytical forms of the expectation and variance of average Kendall's tau (AKT) under a specific multivariate contaminated Gaussian model (MCGM), which can simulate a scenario where the multi-channel noise exhibits an impulsive manner. For a better understanding of...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2019-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/8887235/ |