Summary introduced a simple new rank correlation coefficient that has attracted much
attention recently. The coefficient has the unusual appeal that it not only estimates a …

The ingenious approach of to estimate a measure of dependence first proposed by based
on simple rank statistics has quickly caught attention. This measure of dependence has the …

On universally consistent and fully distribution-free rank tests of vector independence Page 1
The Annals of Statistics 2022, Vol. 50, No. 4, 1933–1959 https://doi.org/10.1214/21-AOS2151 © …

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 …

Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient
Page 1 Bernoulli 30(2), 2024, 1640–1668 https://doi.org/10.3150/23-BEJ1648 Exact …

A sample of n generic points in the xy-plane defines a permutation that relates their ranks
along the two axes. Every subset of k points similarly defines a pattern, which occurs in that …

In 1948 Hoeffding devised a nonparametric test that detects dependence between two
continuous random variables X and Y, based on the ranking of n paired samples (Xi, Yi) …

Rank correlations have found many innovative applications in the last decade. In particular,
suitable versions of rank correlations have been used for consistent tests of independence …

Abstract The Bergsma-Dassios sign covariance is a recently proposed extension of
Kendall's tau. In contrast to tau or also Spearman's rho, the new sign covariance τ …

We generalize the sign covariance introduced by Bergsma & Dassios (2014) to multivariate
random variables and beyond. The new interpoint-ranking sign covariance is applicable to …