Corpus ID: 224728798

independence: Fast Rank Tests

@article{EvenZohar2020independenceFR,
  title={independence: Fast Rank Tests},
  author={Chaim Even-Zohar},
  journal={arXiv: Computation},
  year={2020}
}
In 1948 Hoeffding devised a nonparametric test that detects dependence between two continuous random variables X and Y, based on the ranking of n paired samples (Xi,Yi). The computation of this commonly-used test statistic takes O(n log n) time. Hoeffding's test is consistent against any dependent probability density f(x,y), but can be fooled by other bivariate distributions with continuous margins. Variants of this test with full consistency have been considered by Blum, Kiefer, and Rosenblatt… Expand

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