A New Coefficient of Correlation

Abstract-Is it possible to define a coefficient of correlation which is (a) as simple as the classical coefficients like Pearson's correlation or Spearman's correlation, and yet (b) consistently estimates some simple and interpretable measure of the degree of dependence between the variabl...

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Veröffentlicht in:	Journal of the American Statistical Association Jg. 116; H. 536; S. 2009 - 2022
1. Verfasser:	Chatterjee, Sourav
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Alexandria Taylor & Francis 02.10.2021 Taylor & Francis Ltd
Schlagworte:	Americans Asymptotic methods Coefficients Correlation Independence Independent variables mathematical theory Measure of association Property Regression analysis Statistical methods Statistics Variables
ISSN:	0162-1459, 1537-274X, 1537-274X
Online-Zugang:	Volltext
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