Mona Azadkia

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math.ST2026

Kernel Estimation Of Chatterjee's Dependence Coefficient

Mona Azadkia, Holger Dette

Dette, Siburg, and Stoimenov (2013) introduced a copula-based measure of dependence, which implies independence if it vanishes and is equal to 1 if one variable is a measurable fun…

math.ST2025

A new measure of dependence: Integrated $R^{2}$

Mona Azadkia, Pouya Roudaki

We introduce a novel measure of dependence that captures the extent to which a random variable $Y$ is determined by a random vector $X$ . The measure equals zero precisely when $Y$ …

math.ST2019

A simple measure of conditional dependence

Mona Azadkia, Sourav Chatterjee

We propose a coefficient of conditional dependence between two random variables $Y$ and $Z$ given a set of other variables $X_{1}, \dots, X_{p}$ , based on an i.i.d. sample. The coeffici…

Kernel Estimation Of Chatterjee's Dependence Coefficient

A new measure of dependence: Integrated R2

A simple measure of conditional dependence

A new measure of dependence: Integrated $R^{2}$