Year: 2024
Type: preprint
Abstract: 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.
Source: arXiv (Cornell University)
Authors: Tran, Leon, Han, Fang
Institution: University of Washington
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4405074916