Chatterjee (2021) introduced an asymmetric correlation measure that has attracted much attention over the past year. In this paper, we derive the asymptotic distribution of the symmetric version of Chatterjee's correlation, and suggest a finite sample test for independence.
翻译:Chatterjee(2021年)引入了非对称相关测量,在过去一年中引起了人们的极大关注。 在本文中,我们得出了恰特杰(Chatterjee)相关性对称版本的无症状分布,并建议对独立性进行有限的抽样测试。