Mona Azadkia, Leihao Chen, Fang Han
arXiv 12 Aug 2025 · Statistics — Methodology
arXiv:2508.09040 · PDF · DOI · OpenAlex · Extracted main text
Azadkia and Chatterjee (2021) recently introduced a simple nearest neighbor (NN) graph-based correlation coefficient that consistently detects both independence and functional dependence. Specifically, it approximates a measure of dependence that equals 0 if and only if the variables are independent, and 1 if and only if they are functionally dependent. However, this NN estimator includes a bias term that may vanish at a rate slower than root-$n$, preventing root-$n$ consistency in general. In this article, we propose a bias correction approach that overcomes this limitation, yielding an NN-based estimator that is both root-$n$ consistent and asymptotically normal.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Mona Azadkia and Sourav Chatterjee (2021) A simple measure of conditional dependence self | 1.000 | 13 | 6 | 100% |
| 2 | Zhexiao Lin and Fang Han (2022) Limit theorems of Chatterjee's rank correlation self | 1.000 | 10 | 4 | 100% |
| 3 | Simon Viel and Lionel Truquet and Ikko Yamane (2025) Convergence rate for Nearest Neighbour matching: geometry of the domain and higher-order regularity | 1.000 | 6 | 3 | 100% |
| 4 | Lin, Zhexiao and Ding, Peng and Han, Fang (2023) Estimation based on nearest neighbor matching: from density ratio to average treatment effect self | 0.928 | 4 | 3 | 100% |
| 5 | Cattaneo, Matias D and Han, Fang and Lin, Zhexiao (2025) On Rosenbaum's rank-based matching estimator self | 0.874 | 6 | 2 | 100% |
| 6 | Dette, Holger and Kroll, Marius (2025) A simple bootstrap for Chatterjee's rank correlation | 0.843 | 3 | 3 | 100% |
| 7 | Grisvard, Pierre (2011) Elliptic Problems in Nonsmooth Domains | 0.811 | 4 | 2 | 100% |
| 8 | Dette, Holger and Siburg, Karl F. and Stoimenov, Pavel A (2013) A copula-based non-parametric measure of regression dependence | 0.737 | 3 | 2 | 100% |
| 9 | Abadie, A. and Imbens, G. W (2011) Bias-corrected matching estimators for average treatment effects | 0.644 | 2 | 2 | 100% |
| 10 | Ansari, Jonathan and Fuchs, Sebastian (2025) A direct extension of Azadkia & Chatterjee's rank correlation to multi-response vectors | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 50 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Limit theorems of Azadkia-Chatterjee's conditional graph correlation | 0.769 | 11 | 4 |