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math.ST2023★ 4 cited
A Simple Bootstrap for Chatterjee's Rank Correlation
Holger Dette, Marius Kroll
We prove that an out of bootstrap procedure for Chatterjee's rank correlation is consistent whenever asymptotic normality of Chatterjee's rank correlation can be establishe…
math.ST2021
A Bootstrap Test for Independence of Time Series Based on the Distance Covariance
Annika Betken, Herold Dehling, Marius Kroll
We present a test for independence of two strictly stationary time series based on a bootstrap procedure for the distance covariance. Our test detects any kind of dependence betwee…