A simple bias reduction for Chatterjee's correlation

DOI10.1007/S42519-024-00399-YMaRDI QIDQ6662553zbMATH OpenFDO

Authors Christoph Dalitz, Juliane Arning, Steffen J. Goebbels

Publication date 14 January 2025

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S42519-024-00399-Y

zbMATH Keywords

biasconfidence intervalscorrelationm-out-of-n bootstrap

Mathematics Subject Classification ID

Statistics (62-XX) Nonparametric inference (62Gxx) Multivariate analysis (62Hxx)

Cites work

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• A new coefficient of correlation
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• A simple measure of conditional dependence
• A table of normal integrals
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• On Subsampling Estimators with Unknown Rate of Convergence
• On the choice of m in the m out of n bootstrap and confidence bounds for extrema
• On the failure of the bootstrap for Chatterjee's rank correlation
• On the Failure of the Bootstrap for Matching Estimators
• On the power of Chatterjee’s rank correlation

Cited in

(3)

• On the Metricity of the Chatterjee Correlation Coefficient
• On the connections between Chatterjee's correlation and rank distance correlation
• Comparative analysis of six correlation metrics on identifying DNA co-methylation patterns

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