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Random-effects meta-analysis requires an estimate of the between-study variance, $\tau^2$. We study methods of estimation of $\tau^2$ and its confidence interval in meta-analysis of odds ratio, and also the performance of related estimators…
It is now a well-known fact that the correlations arising from local dichotomic measurements on an entangled quantum state may exhibit intrinsically non-classical features. In this paper we delve into a comprehensive study of random…
Distance correlation is a novel class of multivariate dependence measure, taking positive values between 0 and 1, and applicable to random vectors of arbitrary dimensions, not necessarily equal. It offers several advantages over the…
In this paper, a robust non-parametric measure of statistical dependence, or correlation, between two random variables is presented. The proposed coefficient is a permutation-like statistic that quantifies how much the observed sample S_n :…
This paper provides a characterization of all possible dependency structures between two stochastically ordered random variables. The answer is given in terms of copulas that are compatible with the stochastic order and the marginal…
This paper studies a stylized, yet natural, learning-to-rank problem and points out the critical incorrectness of a widely used nearest neighbor algorithm. We consider a model with $n$ agents (users) $\{x_i\}_{i \in [n]}$ and $m$…
We consider the problem of detecting the dimensionality of entanglement with the use of correlations between measurements in randomized directions. First, exploiting the recently derived covariance matrix criterion for the entanglement…
In this paper, nonparametric estimation of the conditional Weibull-tail coefficient when the variable of interest is right random censored is addressed. A Weissman-type estimator of conditional extreme quantile is also proposed. In…
Recently, Chatterjee has introduced a new coefficient of correlation which has several natural properties. In particular, the coefficient attains its maximal value if and only if one variable is a measurable function of the other variable.…
We propose a coefficient that measures dependence in paired samples of functions. It has properties similar to the Pearson correlation, but differs in significant ways: (i) it is designed to measure dependence between curves, (ii) it…
We compare measures of concordance that arise as Pearson's linear correlation coefficient between two random variables transformed so that they follow the so-called concordance-inducing distributions. The class of such transformed rank…
We generalize the classical probability frame by adopting a wider family of random variables that includes nondeterministic ones. The frame that emerges is known to host a ''classical'' extension of quantum mechanics. We discuss the notion…
Improving the detection of relevant variables using a new bivariate measure could importantly impact variable selection and large network inference methods. In this paper, we propose a new statistical coefficient that we call the rank…
High-dimensional mixed data as a combination of both continuous and ordinal variables are widely seen in many research areas such as genomic studies and survey data analysis. Estimating the underlying correlation among mixed data is hence…
George R. Terrell (1983, {Ann. Probab., vol. 11(3), pp. 823--826) showed that the Pearson coefficient of correlation of an ordered pair from a random sample of size two is at most one-half, and the equality is attained only for rectangular…
A prescription is presented for a new and practical correlation coefficient, $\phi_K$, based on several refinements to Pearson's hypothesis test of independence of two variables. The combined features of $\phi_K$ form an advantage over…
Multiple correlation is a fundamental concept with broad applications. The classical multiple correlation coefficient is developed to assess how strongly a dependent variable is associated with a linear combination of independent variables.…
Understanding the relationship between various different forms of nonclassicality and their resource character is of great importance in quantum foundation and quantum information. Here, we discuss a quantitative link between quantum…
In this paper, we propose a novel Euclidean-distance-based coefficient, named differential distance correlation, to measure the strength of dependence between a random variable $ Y \in \mathbb{R} $ and a random vector $ \boldsymbol{X} \in…
It is shown that a choice of degrees of freedom of a bipartite continuous variable system determines amount of non-classical correlations (quantified by discord) in the system's state. Non-classical correlations (that include entanglement…