4 papers
Dependence functions based on Chatterjee's rank correlation
Carsten Limbach
We investigate a geometric and distributional reinterpretation of Chatterjee's -coefficient, which measures functional dependence between a response variable and a predicto…
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 wh…
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…
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…