This paper surveys some recent developments in measures of association related to a new
coefficient of correlation introduced by the author. A straightforward extension of this …

Local permutation tests for conditional independence Page 1 The Annals of Statistics 2022, Vol.
50, No. 6, 3388–3414 https://doi.org/10.1214/22-AOS2233 © Institute of Mathematical Statistics …

Working with so-called linkages allows to define a copula-based,[0, 1]-valued multivariate
dependence measure ζ 1 (X, Y) quantifying the scale-invariant extent of dependence of a …

On Azadkia…Chatterjee's conditional dependence coefficient Page 1 Bernoulli 30(2), 2024,
851–877 https://doi.org/10.3150/22-BEJ1529 On Azadkia–Chatterjee’s conditional dependence …

Recently, Chatterjee (2021) introduced a new rank-based correlation coefficient which can
be used to measure the strength of dependence between two random variables. This …

Many modern applications seek to understand the relationship between an outcome
variable $ Y $ and a covariate $ X $ in the presence of a (possibly high-dimensional) …

While researchers commonly use the bootstrap to quantify the uncertainty of an estimator, it
has been noticed that the standard bootstrap, in general, does not work for Chatterjee's rank …

We introduce the Conditional Independence Regression CovariancE (CIRCE), a measure of
conditional independence for multivariate continuous-valued variables. CIRCE applies as a …

Establishing the limiting distribution of Chatterjee's rank correlation for a general, possibly
non-independent, pair of random variables has been eagerly awaited to many. This paper …

We propose a direct and natural extension of Azadkia & Chatterjee's rank correlation $ T $
introduced in [4] to a set of $ q\geq 1$ endogenous variables. The approach builds upon …