Questions tagged [chatterjee-xicor]
Sourav Chatterjee (Journal, American Statistical Association 106: 2009-2022 (2021)) proposed a correlation coefficient which has limits 0 if and only if two variables are independent and 1 if and only if one variable is a a measurable function of the other. He used the symbol xi and the name xicor for a R package written with Susan Holmes.
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Deciphering and computing the limiting value of Chatterjee's xicor?
In "A new coefficient of correlation" (Chatterjee, 2019), Chatterjee defined an asymptotically unbiased estimator for the following index, which is zero for independent random variables $X,Y$...
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Interpreting the results of different correlation methods
I assessed the correlation between two groups of values, A and B. I used both the Spearman correlation and the Chatterjee ...
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Chatterjee's Correlation: Understanding & Implementation
As a lay person I'm having trouble understanding how Chatterjee's formula as defined produces a correlation between two time series when it only references one of them. Pearson's/Spearman's ...
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Can Spearman rank correlation be extended to three dimensions?
Why can we not define a 3D rank correlation as the elongation of the cloud as a proportion of the multidimensional variance as an extension of the 2D rank correlation case as suggested by @gung?
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