Efficient Computation of the Bergsma-Dassios Sign Covariance

Luca Weihs, Mathias Drton, Dennis Leung

In an extension of Kendall's $\tau$, Bergsma and Dassios (2014) introduced a covariance measure ${\tau }^{\ast }$ for two ordinal random variables that vanishes if and only if the two variables a…