Chatterjee相关系数的新进展 Nittanystat 27 人赞同了该文章 在之前的文稿中A new coefficient of correlation,我们向大家介绍了Stanford大学Sourav Chatterjee教授所提新的相关系数ξ。尽管该相关系数的总体形式已出现在Dette et al. (2013)和Kong et al. (2019),和以往文献所不同的是,Chatterjee在文章中提出了...
摘要 This talk will provide a selected review of the recent progress made in exploring Sourav Chatterjee's newly introduced rank correlation. The objective is to elaborate on its practical utility and present several new findings pertaining to (a) the asymptotic normality and limiting variance of Ch...
摘要 Quantifying the strength of functional dependence between random scalars X and Y is an important statistical problem. While many existing correlation coefficients excel in identifying linear or monotone functional dependence, they fall short in capturing general non-monotone functional relationships. In...