6 papers
Kernel Integrated : A Measure of Dependence
Pouya Roudaki, Shakeel Gavioli-Akilagun, Florian Kalinke +2
We introduce kernel integrated , a new measure of statistical dependence that combines the local normalization principle of the recently introduced integrated with the f…
Kernel Estimation Of Chatterjee's Dependence Coefficient
Mona Azadkia, Holger Dette
A dependence coefficient suggested by Chatterjee (2021) has attracted considerable attention in recent years. It takes values between 0 and 1, vanishes if and only if the correspon…
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…
Coverage correlation: detecting singular dependencies between random variables
Xuzhi Yang, Mona Azadkia, Tengyao Wang
We introduce the coverage correlation coefficient, a novel nonparametric measure of statistical association designed to quantify the extent to which two random variables have a joi…
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 …
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…