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math.ST2026
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…
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…