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Rank correlations for bivariate circular-circular and circular-linear data

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  • Rivest, Louis-Paul

Abstract

Rank measures of association with a circular variable are introduced. The population values of these measures are derived for some bivariate circular-linear and circular-circular models. The asymptotic distributions of their estimators are derived and large sample variance estimators are proposed. The proposed measures provide new semi-parametric tests for the fit of the Wehrly and Johnson circula family; they allow the construction of improved scatter plots to visualize the dependency between two circular variables. They are also useful for circular-linear data sets, to investigate the fit of symmetric copulas and to estimate the parameters of parametric copula families. The analysis of two data sets illustrates the information that can be gathered with these new measures of association.

Suggested Citation

  • Rivest, Louis-Paul, 2026. "Rank correlations for bivariate circular-circular and circular-linear data," Computational Statistics & Data Analysis, Elsevier, vol. 224(C).
    • Handle: RePEc:eee:csdana:v:224:y:2026:i:c:s0167947326001180
    DOI: 10.1016/j.csda.2026.108449
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