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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…
stat.ME2025
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…
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 …