Interpoint-ranking sign covariance for the test of independence
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DOI: 10.1093/biomet/asab011
Abstract: We generalize the sign covariance introduced by Bergsma & Dassios (2014) to multivariate random variables and beyond. The new interpoint-ranking sign covariance is applicable to general types of random objects as long as a meaningful… read more here.
Keywords: sign; interpoint ranking; sign covariance; ranking sign ... See more keywords