Azadkia-Chatterjee's correlation coefficient adapts to manifold data

DOI10.1214/24-AAP2088MaRDI QIDQ7034161zbMATH OpenFDO

Authors Fang Han, Zhihan Huang

Publication date 31 January 2025

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/24-AAP2088

zbMATH Keywords

correlation coefficientdependence measurelimiting variancemanifoldsnearest-neighbor graphs

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Nonparametric hypothesis testing (62G10)

Cites work

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Cited in

(5)

• Azadkia-Chatterjee's dependence coefficient for infinite dimensional data
• Quantifying and estimating dependence via sensitivity of conditional distributions
• The exact region and an inequality between Chatterjee's and Spearman's rank correlations
• Association and independence test for random objects
• On the connections between Chatterjee's correlation and rank distance correlation

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