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Nonparametric measures of angular-angular association

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 angularangular correlation coefficient is proposed as the appropriate analogue of Spearman's rho for assessing this association.