Tootfinder

On Rank Correlation Coefficients
Alexei Stepanov
https://arxiv.org/abs/2506.06056 https://arxiv.org/pdf/2506.06056

On Rank Correlation Coefficients
In the present paper, we propose a new rank correlation coefficient $r_n$, which is a sample analogue of the theoretical correlation coefficient $r$, which, in turn, was proposed in the recent work of Stepanov (2025b). We discuss the properties of $r_n$ and compare $r_n$ with known rank Spearman $ρ_{S,n}$, Kendall $τ_n$ and sample Pearson $ρ_n$ correlation coefficients. Simulation experiments show that when the relationship between $X$ and $Y$ is not close to linear, $r_n$ performs better th…

The exact region and an inequality between Chatterjee's and Spearman's rank correlations
Jonathan Ansari, Marcus Rockel
https://arxiv.org/abs/2506.15897

The exact region and an inequality between Chatterjee's and Spearman's rank correlations
The rank correlation xi(X,Y), recently introduced by Chatterjee [12] and already popular in the statistics literature, takes values in [0,1], where 0 characterizes independence of X and Y, and 1 characterizes perfect dependence of Y on X. Unlike classical concordance measures such as Spearman's rho, which capture the degree of positive or negative dependence, xi quantifies the strength of functional dependence. In this paper, we determine, for each fixed value of xi, the full range of possible …

This https://arxiv.org/abs/2506.06056 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_mat…

On Rank Correlation Coefficients
In the present paper, we propose a new rank correlation coefficient $r_n$, which is a sample analogue of the theoretical correlation coefficient $r$, which, in turn, was proposed in the recent work of Stepanov (2025b). We discuss the properties of $r_n$ and compare $r_n$ with known rank Spearman $ρ_{S,n}$, Kendall $τ_n$ and sample Pearson $ρ_n$ correlation coefficients. Simulation experiments show that when the relationship between $X$ and $Y$ is not close to linear, $r_n$ performs better th…