3 papers
math.ST2026
On continuity of Chatterjee's rank correlation and related dependence measures
Jonathan Ansari, Sebastian Fuchs
While measures of concordance -- such as Spearman's rho, Kendall's tau, and Blomqvist's beta -- are continuous with respect to weak convergence, Chatterjee's rank correlation xi re…
math.ST2026
An ordering for the strength of functional dependence
Jonathan Ansari, Sebastian Fuchs
We introduce a new dependence order, termed the conditional convex order, whose minimal and maximal elements characterize independence and perfect dependence. Moreover, it characte…
math.ST2025
A direct extension of Azadkia & Chatterjee's rank correlation to multi-response vectors
Jonathan Ansari, Sebastian Fuchs
Recently, Chatterjee (2023) recognized the lack of a direct generalization of his rank correlation in Azadkia and Chatterjee (2021) to a multi-dimensional response vector. As…