Related papers: A Circular Chatterjee's Correlation Coefficient
Building upon the Chatterjee correlation (2021: J. Am. Stat. Assoc. 116, p2009) for two real-valued variables, this study introduces a generalized measure of directed association between two vector variables, real or complex-valued, and of…
Chatterjee (2021)'s ingenious approach to estimating a measure of dependence first proposed by Dette et al. (2013) based on simple rank statistics has quickly caught attention. This measure of dependence has the unusual property of being…
Feature screening is useful and popular to detect informative predictors for ultrahigh-dimensional data before developing proceeding statistical analysis or constructing statistical models. While a large body of feature screening procedures…
Chatterjee's rank correlation coefficient $\xi_n$ is an empirical index for detecting functional dependencies between two variables $X$ and $Y$. It is an estimator for a theoretical quantity $\xi$ that is zero for independence and one if…
Chatterjee (2021) introduced a simple new rank correlation coefficient that has attracted much recent attention. The coefficient has the unusual appeal that it not only estimates a population quantity first proposed by Dette et al. (2013)…
We provide an epsilon-delta interpretation of Chatterjee's rank correlation by tracing its origin to a notion of local dependence between random variables. Starting from a primitive epsilon-delta construction, we show that rank-based…
Chatterjee's correlation coefficient has recently been proposed as a new association measure for bivariate random vectors that satisfies a number of desirable properties. Among these properties is the feature that the coefficient equals one…
Establishing the limiting distribution of Chatterjee's rank correlation for a general, possibly non-independent, pair of random variables has been eagerly awaited by many. This paper shows that (a) Chatterjee's rank correlation is…
Recently, Chatterjee (2021) introduced a new rank-based correlation coefficient which can be used to measure the strength of dependence between two random variables. This coefficient has already attracted much attention as it converges to…
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 introduce the coverage correlation coefficient, a novel nonparametric measure of statistical association designed to quantifies the extent to which two random variables have a joint distribution concentrated on a singular subset with…
In large-scale biomedical research, it's common to gather ultra-high dimensional data that includes right-censored survival times. Feature screening has emerged as a crucial statistical technique for handling such data. In this paper, we…
In his seminal work, Chatterjee (2021) introduced a novel correlation measure which is distribution-free, asymptotically normal, and consistent against all alternatives. In this paper, we study the probabilistic relationships between…
Recently, Chatterjee (2023) recognized the lack of a direct generalization of his rank correlation $\xi$ in Azadkia and Chatterjee (2021) to a multi-dimensional response vector. As a natural solution to this problem, we here propose an…
Many empirical networks display an inherent tendency to cluster, i.e. to form circles of connected nodes. This feature is typically measured by the clustering coefficient (CC). The CC, originally introduced for binary, undirected graphs,…
We investigate a geometric and distributional reinterpretation of Chatterjee's $\xi$-coefficient, which measures functional dependence between a response variable $Y$ and a predictor vector $\mathbf{X}$. For this purpose, we analyze the…
This paper studies the spectral behavior of large dimensional Chatterjee's rank correlation matrix when observations are independent draws from a high-dimensional random vector with independent continuous components. We show that the…
We prove that an $m$ out of $n$ bootstrap procedure for Chatterjee's rank correlation is consistent whenever asymptotic normality of Chatterjee's rank correlation can be established. In particular, we prove that $m$ out of $n$ bootstrap…
We prove that a suitably de-biased version of Chatterjee's rank correlation based on i.i.d. copies of a random vector $(X,Y)$ is asymptotically normal whenever $Y$ is not almost surely constant. No further conditions on the joint…
The lack of studying the complex organization of directed network usually limits to the understanding of underlying relationship between network structures and functions. Structural controllability and structural predictability, two…