4 papers
Dependence Measures via Adapted Optimal Transport: Stability and Rates of Convergence
Jonathan Ansari, Johannes Wiesel
Recently studied dependence measures, such as Chatterjee's rank correlation, that characterize both independence and perfect functional dependence, provide a powerful framework for…
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…
On a copula product linking Wasserstein correlations and rearranged dependence measures
Jonathan Ansari
Recent research in statistics has focused on dependence measures kappa(Y,X) taking values in [0, 1], where 0 characterizes independence of X and Y, and 1 perfect functional depende…
Comparison results for positive supermodular dependent Markov tree distributions
Jonathan Ansari, Moritz Ritter
Positive dependencies have been compared in the literature under rather strong assumptions such as equality of conditional distributions, exchangeability, or stationarity. We estab…