Xu Weichao
教授

Gender:Male

Date of Birth:1970-04-26

Alma Mater:The University of Hong Kong

Education Level:PhD

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Honors and Titles:

广东工业大学优秀班主任

2019年度广东省自然科学奖二等奖

广东工业大学先进工作者

广东工业大学优秀教学成果二等奖

广东工业大学优秀教学成果一等奖

MOBILE Version

Paper Publications

Robustness analysis of three classical correlation coefficients under contaminated Gaussian Model

Release time:2021-11-05 Hits:

DOI number:10.1016/j.sigpro.2014.04.003

Journal:Signal Processing

Key Words:Pearson's product moment correlation coefficient (PPMCC) Kendall's tau (KT) Spearman's rho (SR) Contaminated Gaussian Model (CGM)

Abstract:In this paper, we derive the closed-form expectations of three classical correlation coefficients, i.e., Pearson's product moment correlation coefficient (PPMCC), Kendall's tau (KT) and Spearman's rho (SR), under a specific contaminated Gaussian Model (CGM) that simulates a frequently encountered scenario in statistical signal processing. Theoretical and empirical results reveal the advantages of SR and KT over the PPMCC when one variable is clean and the other corrupted by a tiny fraction of impulsive noise. The newly explored theoretical and simulational findings shed new light on the topic of correlation theory which is widely applied in statistical signal processing.

Co-author:王钦若,陈玮

First Author:马如豹

Indexed by:Journal paper

Correspondence Author:徐维超

Volume:104

Page Number:51-58

Translation or Not:no

Date of Publication:2014-04-13

Included Journals:SCI

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