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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Bibliographic Details

Published in:	Journal of the American Statistical Association Vol. 116; no. 536; pp. 2009 - 2022
Main Author:	Chatterjee, Sourav
Format:	Journal Article
Language:	English
Published:	Alexandria Taylor & Francis 02.10.2021 Taylor & Francis Ltd
Subjects:	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 Access:	Get full text
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