The improved correlation coefficient of Chatterjee

DOI10.1080/10485252.2024.2373242MaRDI QIDQ6972983zbMATH OpenFDO

Authors Liqi Xia, Rui-Yuan Cao, Jiang Du, Xiuping Chen

Publication date 11 June 2025

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2024.2373242

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites work

• A consistent multivariate test of association based on ranks of distances
• A copula-based non-parametric measure of regression dependence
• A coupling proof of the asymptotic normality of the permutation oscillation
• A new coefficient of correlation
• A simple measure of conditional dependence
• Berry-Esseen bounds for self-normalized martingales
• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• Measuring and testing dependence by correlation of distances
• On a Measure of Dependence Between two Random Variables
• On boosting the power of Chatterjee’s rank correlation
• On the asymptotic null distribution of the symmetrized Chatterjee's correlation coefficient
• On the power of Chatterjee’s rank correlation

Cited in

(2)

• On the Metricity of the Chatterjee Correlation Coefficient
• Title not available (Why is no real title available?)

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