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math.ST2026
Bergsma--Dassios sign covariance with ties: a nonnegative decomposition and sharp bounds
Wicher Bergsma, Angelos Dassios
We construct tie-symmetrised extensions and of the unnormalised Hoeffding and Blum--Kiefer--Rosenblatt functionals and and prove, for every re…
math.ST2010★ 153 cited
A consistent test of independence based on a sign covariance related to Kendall's tau
Wicher Bergsma, Angelos Dassios
The most popular ways to test for independence of two ordinal random variables are by means of Kendall's tau and Spearman's rho. However, such tests are not consistent, only having…