Nonparametric measures of angular-angular association

Abstract

SUMMARY 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.