2 papers
stat.ME2025
Coverage correlation: detecting singular dependencies between random variables
Xuzhi Yang, Mona Azadkia, Tengyao Wang
We introduce the coverage correlation coefficient, a novel nonparametric measure of statistical association designed to quantify the extent to which two random variables have a joi…
math.ST2024
Multiple-output composite quantile regression through an optimal transport lens
Xuzhi Yang, Tengyao Wang
Composite quantile regression has been used to obtain robust estimators of regression coefficients in linear models with good statistical efficiency. By revealing an intrinsic link…