3 papers
stat.ME2025
Bias correction for Chatterjee's graph-based correlation coefficient
Mona Azadkia, Leihao Chen, Fang Han
Azadkia and Chatterjee (2021) recently introduced a simple nearest neighbor (NN) graph-based correlation coefficient that consistently detects both independence and functional depe…
math.ST2025
A new measure of dependence: Integrated
Mona Azadkia, Pouya Roudaki
We introduce a novel measure of dependence that captures the extent to which a random variable is determined by a random vector . The measure equals zero precisely when …
math.ST2019
A simple measure of conditional dependence
Mona Azadkia, Sourav Chatterjee
We propose a coefficient of conditional dependence between two random variables and given a set of other variables , based on an i.i.d. sample. The coeffici…