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On a rank-based Azadkia-Chatterjee correlation coefficient by Tran, Leon; Han, Fang is a scholarly article available to read on EtoBox.

What is On a rank-based Azadkia-Chatterjee correlation coefficient about?

Azadkia and Chatterjee (Azadkia and Chatterjee, 2021) recently introduced a graph-based correlation coefficient that has garnered significant attention. The method relies on a nearest neighbor graph (NNG) constructed from the data. While appealing in many respects, NNGs typically lack the desirable property of scale invariance; that is, changing the scales of certain covariates can alter the structure of the graph. This paper addresses this limitation by employing a rank-based NNG proposed by Rosenbaum (2005) and gives necessary theoretical guarantees for the corresponding rank-based Azadkia-Chatterjee correlation coefficient.

Author

Tran, Leon; Han, Fang

Published

2024

Language

EN