2 papers
math.ST2026
A Modified Dependence Measure Related to Chatterjee's Rank Correlation: Theoretical Properties and Asymptotic Analysis
Chuancun Yin
In his recent breakthrough work [JASA, 2021], Chatterjee proposed a rank-based correlation coefficient to measure the dependence of a random variable on . Unlike cl…
q-fin.RM2026
Stochastic comparisons of sample mean differences for multivariate random variables
Xuehua Yin, Dan Zhu, Chuancun Yin
In this paper, we establish the stochastic ordering of the Gini indexes for multivariate elliptical risks which generalized the corresponding results for multivariate normal risks.…