3 papers
stat.ME2025
On exact regions between measures of concordance and Chatterjee's rank correlation for lower semilinear copulas
Sebastian Fuchs, Carsten Limbach, Fabian Schürrer
We explore how the classical concordance measures - Kendall's , Spearman's rank correlation , and Spearman's footrule - relate to Chatterjee's rank correlation when r…
math.ST2025
A dimension reduction for extreme types of directed dependence
Sebastian Fuchs, Carsten Limbach
In recent years, a variety of novel measures of dependence have been introduced being capable of characterizing diverse types of directed dependence, hence diverse types of how a n…
stat.ME2025
A new coefficient of separation
Sebastian Fuchs, Carsten Limbach, Patrick B. Langthaler
A coefficient is introduced that quantifies the extent of separation of a random variable relative to a number of variables by skillfully asses…