期刊
COMPUTATIONAL STATISTICS
卷 31, 期 1, 页码 315-328出版社
SPRINGER HEIDELBERG
DOI: 10.1007/s00180-015-0639-x
关键词
Binary tree; Kendall's tau; Nonparametric correlation; Spearman's rho; Rank correlation; Test of independence
In an extension of Kendall's , Bergsma and Dassios (Bernoulli 20(2):1006-1028, 2014) introduced a covariance measure for two ordinal random variables that vanishes if and only if the two variables are independent. For a sample of size n, a direct computation of , the empirical version of , requires operations. We derive an algorithm that computes the statistic using only operations.
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