On the power of Chatterjee’s rank correlation
Chatterjee 秩相关的检验功效
Summary Chatterjee (2021) 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 population quantity first proposed by Dette et al. (2013) that is zero if and only if the underlying pair of random variables is independent, but also is asymptotically normal under independence. This paper compares Chatterjee’s new correlation coefficient with three established rank…