IDEAS home Printed from https://ideas.repec.org/a/taf/lstaxx/v53y2024i6p2034-2042.html
   My bibliography  Save this article

Robust circular-circular correlation coefficient

Author

Listed:
  • Ehab A. Mahmood

Abstract

Many classical methods have been proposed to compute circular-circular correlation coefficients. However, these classical methods might be very sensitive to outliers in the data set. To date, no work has suggested a robust method to estimate a circular-circular correlation coefficient. The present paper aims to propose two robust methods to compute a circular-circular correlation coefficient when the circular data has outliers. The first method is computed based on the circular median, rMed, and the second on the circular trimmed mean, rTrim. A simulation study is conducted for two circular distributions: the wrapped normal and wrapped Cauchy distributions. The simulation and practical example show that the results of rMed are close to the results of classical methods. In contrast, the rTrim gives the best results and is the least affected by outliers, even with a high percentage of outliers.

Suggested Citation

  • Ehab A. Mahmood, 2024. "Robust circular-circular correlation coefficient," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 53(6), pages 2034-2042, March.
    • Handle: RePEc:taf:lstaxx:v:53:y:2024:i:6:p:2034-2042
    DOI: 10.1080/03610926.2022.2117561
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/03610926.2022.2117561
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/03610926.2022.2117561?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:lstaxx:v:53:y:2024:i:6:p:2034-2042. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/lsta .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.