TauStar (Q28134)
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Efficient Computation and Testing of the Bergsma-Dassios Sign Covariance
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | TauStar |
Efficient Computation and Testing of the Bergsma-Dassios Sign Covariance |
Statements
5 March 2026
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Computes the t* statistic corresponding to the tau* population coefficient introduced by Bergsma and Dassios (2014) <doi:10.3150/13-BEJ514> and does so in O(n^2) time following the algorithm of Heller and Heller (2016) <doi:10.48550/arXiv.1605.08732> building off of the work of Weihs, Drton, and Leung (2016) <doi:10.1007/s00180-015-0639-x>. Also allows for independence testing using the asymptotic distribution of t* as described by Nandy, Weihs, and Drton (2016) <doi:10.1214/16-EJS1166>.
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Identifiers
10 January 2021
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