The problem of bivariate (multivariate) dependence has enjoyed the attention of researchers for over a century, since independence in the data is often a desired property. There exists a vast literature on measures of dependence, based mostly on the distance of the joint distribution of the data...

In a recent paper, Zografos [K. Zografos, On Mardia’s and Song’s measures of kurtosis in elliptical distributions, J. Multivariate Anal. 99 (2008) 858–879] has obtained general formulas for Song’s measure for the elliptic family of distributions, and he introduced and studied its sample...