A consistent test of independence based on a sign covariance related to Kendall's tau
From MaRDI portal
Publication:2448720
DOI10.3150/13-BEJ514zbMath1400.62091arXiv1007.4259MaRDI QIDQ2448720
Angelos Dassios, Wicher P. Bergsma
Publication date: 5 May 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1007.4259
62G10: Nonparametric hypothesis testing
62H20: Measures of association (correlation, canonical correlation, etc.)
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