Robust Estimation Of Generalized Measures Of Correlation

Pearson correlation coefcient is a commonly used linear correlation coefcient.Butthere are some limitations in Pearson correlation coefcient, and one of them is thatit does not account for asymmetry in explained variance. In Generalized Measures ofCorrelation for Asymmetry, Nonlinearity and Beyond, we learned a new pair of measureswhich generalized measures of correlation(GMC). Generalized measures of correlation isa pair of correlation coefcient which could be depicted asymmetric nonlinear, but thegeneralized measures of correlation did not consider the robustness. This paper presentsa robust method to estimate the GMC, the method is verified by simulation and practicalexamples.