Detection of periodicity based on independence tests - II. improved serial independence measure

We introduce an improvement to a periodicity metric we have introduced in a previous paper. We improve on the Hoeffding-test periodicity metric, using the Blum-Kiefer-Rosenblatt (BKR) test. Besides a consistent improvement over the Hoeffding-test approach, the BKR approach turns out to perform superbly when applied to very short time series of sawtooth-like shapes. The expected astronomical implications are much more detections of RR-Lyrae stars and Cepheids in sparse photometric data bases, and of eccentric Keplerian radial-velocity (RV) curves, such as those of exoplanets in RV surveys.