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On the Metricity of the Chatterjee Correlation Coefficient
We show that the distance measure implied by the recently proposed Chatterjee coefficient of correlation can violate the triangle inequality, both in theory and in practice.
期刊介绍:
Are you looking for general-interest articles about current national and international statistical problems and programs; interesting and fun articles of a general nature about statistics and its applications; or the teaching of statistics? Then you are looking for The American Statistician (TAS), published quarterly by the American Statistical Association. TAS contains timely articles organized into the following sections: Statistical Practice, General, Teacher''s Corner, History Corner, Interdisciplinary, Statistical Computing and Graphics, Reviews of Books and Teaching Materials, and Letters to the Editor.