Efficient computation of the Bergsma-Dassios sign covariance

DOI10.1007/s00180-015-0639-xzbMath1342.65068arXiv1504.00964OpenAlexW786813006WikidataQ57566371 ScholiaQ57566371MaRDI QIDQ736594

D. Kharzeev

Publication date: 4 August 2016

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.00964

zbMATH Keywords

binary treenonparametric correlationKendall's tauSpearman's rhorank correlationtest of independence

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (9)

Rank-based tests of cross-sectional dependence in panel data models ⋮ Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient ⋮ Unnamed Item ⋮ Sliced Independence Test ⋮ Testing independence in high dimensions with sums of rank correlations ⋮ High-dimensional consistent independence testing with maxima of rank correlations ⋮ A new coefficient of correlation ⋮ A study of the power and robustness of a new test for independence against contiguous alternatives ⋮ Large-Sample Theory for the Bergsma-Dassios Sign Covariance

Uses Software

• R
• Red-Black Tree
• TauStar

Cites Work

• A consistent test of independence based on a sign covariance related to Kendall's tau
• Fast algorithms for the calculation of Kendall's \(\tau\)
• Approximation Theorems of Mathematical Statistics
• A NEW MEASURE OF RANK CORRELATION

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