Imagen de Portada

A multivariate extension of Azadkia-Chatterjee's rank coefficient

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Huang, Wenjie, Li, Zonghan, Wang, Yuhao
Formato:	Preprint
Publicado:	2025
Materias:	Statistics Theory Methodology
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

A direct extension of Azadkia & Chatterjee's rank correlation to multi-response vectors
por: Ansari, Jonathan, et al.
Publicado: (2022)

On a rank-based Azadkia-Chatterjee correlation coefficient
por: Tran, Leon, et al.
Publicado: (2024)

Bias correction for Chatterjee's graph-based correlation coefficient
por: Azadkia, Mona, et al.
Publicado: (2025)

Azadkia-Chatterjee's dependence coefficient for infinite dimensional data
por: Hörmann, Siegfried, et al.
Publicado: (2024)

Residual permutation test for regression coefficient testing
por: Wen, Kaiyue, et al.
Publicado: (2022)

Powerful rank verification for multivariate Gaussian data with any covariance structure
por: Sood, Anav
Publicado: (2025)

Asymptotic Theory of the Best-Choice Rerandomization using the Mahalanobis Distance
por: Wang, Yuhao, et al.
Publicado: (2023)

A multivariate spatial regression model using signatures
por: Frévent, Camille, et al.
Publicado: (2024)

Latent confounding in high-dimensional nonlinear models
por: Wang, Yuhao, et al.
Publicado: (2025)

Rerandomization for quantile treatment effects
por: Han, Tingxuan, et al.
Publicado: (2026)

Conjugacy properties of multivariate unified skew-elliptical distributions
por: Karling, Maicon J., et al.
Publicado: (2024)

On minimum contrast method for multivariate spatial point processes
por: Zhu, Lin, et al.
Publicado: (2022)

Geometric quantile-based measures of multivariate distributional characteristics
por: Shin, Ha-Young, et al.
Publicado: (2024)

Debiased Inverse Propensity Score Weighting for Estimation of Average Treatment Effects with High-Dimensional Confounders
por: Wang, Yuhao, et al.
Publicado: (2020)

Root-n consistent semiparametric learning with high-dimensional nuisance functions under minimal sparsity
por: Liu, Lin, et al.
Publicado: (2023)

Semiparametric Efficient Fusion of Individual Data and Summary Statistics
por: Hu, Wenjie, et al.
Publicado: (2022)

Debiased regression adjustment in completely randomized experiments with moderately high-dimensional covariates
por: Lu, Xin, et al.
Publicado: (2023)

To impute or not to? Testing multivariate normality on incomplete dataset: Revisiting the BHEP test
por: Aleksić, Danijel, et al.
Publicado: (2024)

A portmanteau test for multivariate non-stationary functional time series with an increasing number of lags
por: Bai, Lujia, et al.
Publicado: (2024)

Classification of multivariate functional data on different domains with Partial Least Squares approaches
por: Moindjie, Issam-Ali, et al.
Publicado: (2022)

Power of masking methods for adaptive testing in a multivariate normal means problem
por: Chakraborty, Abhinav, et al.
Publicado: (2026)

Sign and signed rank tests for paired functions
por: Meyer, Mark J.
Publicado: (2025)

A Kullback-Leibler divergence test for multivariate extremes: theory and practice
por: Engelke, Sebastian, et al.
Publicado: (2026)

Two-stage weighted least squares estimator of multivariate non-negative observation-driven models
por: Armillotta, Mirko
Publicado: (2023)

Low-rank matrix estimation via nonconvex spectral regularized methods in errors-in-variables matrix regression
por: Li, Xin, et al.
Publicado: (2024)

Debiased Inference for High-Dimensional Regression Models Based on Profile M-Estimation
por: Wang, Yi, et al.
Publicado: (2025)

Asymptotic distribution of the global clustering coefficient in a random annulus graph
por: Yuan, Mingao
Publicado: (2025)

Optimal Cox regression under federated differential privacy: coefficients and cumulative hazards
por: Hung, Elly K. H., et al.
Publicado: (2025)

Fitting sparse high-dimensional varying-coefficient models with Bayesian regression tree ensembles
por: Ghosh, Soham, et al.
Publicado: (2025)

Efficient algorithms for the sensitivities of the Pearson correlation coefficient and its statistical significance to online data
por: Harary, Marc
Publicado: (2024)

On the epsilon-delta Structure Underlying Chatterjee's Rank Correlation
por: Sato, Zeusu
Publicado: (2025)

Total/dual correlation/coherence, redundancy/synergy, complexity, and O-information for real and complex valued multivariate data
por: Pascual-Marqui, Roberto D., et al.
Publicado: (2025)

Robust estimation of polyserial correlation coefficients: A density power divergence approach
por: Welz, Max
Publicado: (2025)

Kernel Two-Sample Testing via Directional Components Analysis
por: Cui, Rui, et al.
Publicado: (2025)

On the lack of weak continuity of Chatterjee's correlation coefficient
por: Bücher, Axel, et al.
Publicado: (2024)

Dependence functions based on Chatterjee's rank correlation
por: Limbach, Carsten
Publicado: (2026)

Estimators of different delta coefficients based on the unbiased estimator of the expected proportions of agreements
por: Andrés, A. Martín, et al.
Publicado: (2026)

The generalized underlap coefficient with an application in clustering
por: Zhang, Zhaoxi, et al.
Publicado: (2026)

Assumption-free stability for ranking problems
por: Liang, Ruiting, et al.
Publicado: (2025)

SBAMDT: Bayesian Additive Decision Trees with Adaptive Soft Semi-multivariate Split Rules
por: Lamprinakou, Stamatina, et al.
Publicado: (2025)