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Biometrika 1982 69(2):315-321; doi:10.1093/biomet/69.2.315
© 1982 by Biometrika Trust
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Nonparametric measures of angular-angular association

N. T. FTSHER1 and A. J. LEE2

1C.S.I.R.O. Division of Mathematics and Statistics Sydney, Australia
2Department of Mathematics, University of Auckland Auckland, New Zealand

A general model is proposed for association between two angular variables, corresponding to monotone association between two linear variables. A U-statistic analogous to Kendall's tau is developed to estimate the degree of this association and its distributional properties studied. A simple modification of Mardia's rank angular-angular correlation coefficient is proposed as the appropriate analogue of Spearman's rho for assessing this association.

Key Words: Directional data • Rank correlation • Toroidal concordance • C-statistic


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