Asymptotic Mean and Variance of Gini Correlation Under Contaminated Gaussian Model

Asymptotic Mean and Variance of Gini Correlation Under Contaminated Gaussian Model

This paper establishes the asymptotic closed forms of the expectation and variance of the Gini correlation (GC) under a particular type of bivariate contaminated Gaussian model emulating a frequently encountered scenario in statistical signal processing. Monte Carlo simulation results verify the cor...

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Bibliographic Details
Main Authors: Rubao Ma, Weichao Xu, Shun Liu, Yun Zhang, Jianbin Xiong
Format: Article
Language:English
Published: IEEE 2016-01-01
Series:IEEE Access
Subjects:
Contaminated Gaussian model (CGM)
correlation coefficient
Gini correlation (GC)
Pearson’s product moment correlation coefficient (PPMCC)
Online Access:https://ieeexplore.ieee.org/document/7742399/

Internet

https://ieeexplore.ieee.org/document/7742399/

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