DOI码：10.1016/j.sigpro.2014.04.003

发表刊物：Signal Processing

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

摘要：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.

合写作者：王钦若,陈玮

第一作者：马如豹

论文类型：期刊论文

通讯作者：徐维超

卷号：104

页面范围：51-58

是否译文：否

发表时间：2014-04-13

收录刊物：SCI