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math.ST2026
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…
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…