On the extensions of the Chatterjee-Spearman test
On the extensions of the Chatterjee-Spearman test
Chatterjee (2021) introduced a novel independence test that is rank-based, asymptotically normal and consistent against all alternatives. One limitation of Chatterjee's test is its low statistical power for detecting monotonic relationships. To address this limitation, in our previous work (Zhang, 2024, Commun. Stat. - Theory Methods), we proposed to combine …