5 papers
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…
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
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…
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…
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 …