Constructing Measures of Dependence Via Sensitivity of Conditional Distributions

Author:

Langthaler Patrick B.,Ansari Jonathan,Fuchs Sebastian,Trutschnig Wolfgang

Publisher

Springer Nature Switzerland

Reference24 articles.

1. Ansari, J., Fuchs, S.: A simple extension of Azadkia and Chatterjee’s rank correlation to a vector of endogenous variables. Available at arXiv:2212.01621 (2022)

2. Ansari, J., Langthaler, P.B., Fuchs, S., Trutschnig, W.: Quantifying and estimating dependence via sensitivity of conditional distributions. Available at arXiv:2308.06168 (2023)

3. Azadkia, M., Chatterjee, S.: A simple measure of conditional dependence. Ann. Stat. 49(6), 3070–3102 (2021)

4. Bickel, P.: Measures of independence and functional dependence. Available at arxivorg/abs/220613663v1 (2022)

5. Chatterjee, S.: A new coefficient of correlation. J. Amer. Statist. Ass. 116(536), 2009–2022 (2020)

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