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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.ST2026
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 …