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math.ST2025
On the exact region between Chatterjee's rank correlation and Spearman's footrule
Marcus Rockel
Chatterjee's rank correlation \(ξ\) has emerged as a popular measure quantifying the strength of directed functional dependence between random variables and . If and …
math.ST2025★ 2 cited
The exact region and an inequality between Chatterjee's and Spearman's rank correlations
Jonathan Ansari, Marcus Rockel
The rank correlation ξ(X,Y), recently established by Sourav Chatterjee and already popular in the statistics literature, takes values in [0,1], where 0 characterizes independence o…
math.ST2025
Measures of association for approximating copulas
Marcus Rockel
This paper studies closed-form expressions for multiple association measures of copulas commonly used for approximation purposes, including Bernstein, shuffle--of--min, checkerboar…