3 papers
math.ST2025
An ordering for the strength of functional dependence
Jonathan Ansari, Sebastian Fuchs
We introduce a new dependence order, termed the conditional convex order, whose minimal and maximal elements characterize independence and perfect dependence. Moreover, it characte…
math.ST2025
On continuity of Chatterjee's rank correlation and related dependence measures
Jonathan Ansari, Sebastian Fuchs
While measures of concordance -- such as Spearman's rho, Kendall's tau, and Blomqvist's beta -- are continuous with respect to weak convergence, Chatterjee's rank correlation xi re…
math.ST2022
A direct extension of Azadkia & Chatterjee's rank correlation to multi-response vectors
Jonathan Ansari, Sebastian Fuchs
Recently, Chatterjee (2023) recognized the lack of a direct generalization of his rank correlation in Azadkia and Chatterjee (2021) to a multi-dimensional response vector. As a…