Asymptotic Normality of Chatterjee's Rank Correlation

MaRDI QIDQ6741224arXivFDO

Authors Marius Kroll

Publication date 2024

Published in arXiv

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Measures of association (correlation, canonical correlation, etc.) (62H20)

arXiv classification

math.PR

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