Symmetric rank covariances: a generalized framework for nonparametric measures of dependence

DOI10.1093/biomet/asy021zbMath1499.62190arXiv1708.05653WikidataQ57566341 ScholiaQ57566341MaRDI QIDQ4561010

Luca Weihs, Mathias Drton, Nicolai Meinshausen

Publication date: 10 December 2018

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.05653

zbMATH Keywords

Kendall's tau; dependence; U-statistic; independence testing; Hoeffding's \(D\)

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62H20: Measures of association (correlation, canonical correlation, etc.)