Large-Sample Theory for the Bergsma-Dassios Sign Covariance

Preetam Nandy, Luca Weihs, Mathias Drton

The Bergsma-Dassios sign covariance is a recently proposed extension of Kendall's tau. In contrast to tau or also Spearman's rho, the new sign covariance ${\tau }^{\ast }$ vanishes if and only…