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Computing the Bergsma Dassios sign-covariance

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 نشر من قبل Yair Heller
 تاريخ النشر 2016
  مجال البحث الاحصاء الرياضي
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Bergsma and Dassios (2014) introduced an independence measure which is zero if and only if two random variables are independent. This measure can be naively calculated in $O(n^4)$. Weihs et al. (2015) showed that it can be calculated in $O(n^2 log n)$. In this note we will show that using the methods described in Heller et al. (2016), the measure can easily be calculated in only $O(n^2)$.



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