A procedure to detect general association based on concentration of   ranks
  In modern high-throughput applications, it is important to identify pairwise associations between variables, and desirable to use methods that are powerful and sensitive to a variety of association relationships. We describe RankCover, a new non-parametric association test for association between two variables that measures the concentration of paired ranked points. Here `concentration' is quantified using a disk-covering statistic that is similar to those employed in spatial data analysis. Analysis of simulated datasets demonstrates that the method is robust and often powerful in comparison to competing general association tests. We illustrate RankCover in the analysis of several real datasets. 
Pratyaydipta Rudra and Fred A. Wright
stat.ME