A simple bootstrap for Chatterjee's rank correlation

DOI10.1093/BIOMET/ASAE045MaRDI QIDQ6915849zbMATH OpenFDO

Authors Holger Dette, Marius Kroll

Publication date 15 October 2025

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/BIOMET/ASAE045

zbMATH Keywords

bootstrapmeasure of associationrank correlation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A copula-based non-parametric measure of regression dependence
• A new coefficient of correlation
• A simple measure of conditional dependence
• Global sensitivity analysis: a novel generation of mighty estimators based on rank statistics
• scientific article; zbMATH DE number 1057566 (Why is no real title available?)
• Introduction to algorithms
• Large sample confidence regions based on subsamples under minimal assumptions
• Measuring multivariate association and beyond
• On boosting the power of Chatterjee’s rank correlation
• 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 power of Chatterjee’s rank correlation
• Optimal Transport

Cited in

(3)

• Measuring multivariate regression association via spatial sign
• On the connections between Chatterjee's correlation and rank distance correlation
• Statistical estimates of information characteristics

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