{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,22]],"date-time":"2026-10-22T17:12:49Z","timestamp":1792689169529,"version":"4.5.0"},"reference-count":43,"publisher":"Oxford University Press (OUP)","issue":"2","license":[{"start":{"date-parts":[[2021,10,6]],"date-time":"2021-10-06T00:00:00Z","timestamp":1633478400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/academic.oup.com\/journals\/pages\/open_access\/funder_policies\/chorus\/standard_publication_model"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2022,5,25]]},"abstract":"<jats:title>Summary<\/jats:title>\n                  <jats:p>Chatterjee (2021) introduced a simple new rank correlation coefficient that has attracted much attention recently. The coefficient has the unusual appeal that it not only estimates a population quantity first proposed by Dette et al. (2013) that is zero if and only if the underlying pair of random variables is independent, but also is asymptotically normal under independence. This paper compares Chatterjee\u2019s new correlation coefficient with three established rank correlations that also facilitate consistent tests of independence, namely Hoeffding\u2019s $D$, Blum\u2013Kiefer\u2013Rosenblatt\u2019s $R$, and Bergsma\u2013Dassios\u2013Yanagimoto\u2019s $\\tau^*$. We compare the computational efficiency of these rank correlation coefficients in light of recent advances, and investigate their power against local rotation and mixture alternatives. Our main results show that Chatterjee\u2019s coefficient is unfortunately rate-suboptimal compared to $D$, $R$ and $\\tau^*$. The situation is more subtle for a related earlier estimator of Dette et al. (2013). These results favour $D$, $R$ and $\\tau^*$ over Chatterjee\u2019s new correlation coefficient for the purpose of testing independence.<\/jats:p>","DOI":"10.1093\/biomet\/asab028","type":"journal-article","created":{"date-parts":[[2021,4,26]],"date-time":"2021-04-26T23:15:49Z","timestamp":1619478949000},"page":"317-333","source":"Crossref","is-referenced-by-count":55,"title":["On the power of Chatterjee\u2019s rank correlation"],"prefix":"10.1093","volume":"109","author":[{"given":"H","family":"Shi","sequence":"first","affiliation":[{"name":"Department of Statistics, University of Washington, Box 354322, Seattle, Washington 98195, U.S.A"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"M","family":"Drton","sequence":"additional","affiliation":[{"name":"Department of Mathematics, Technical University of Munich, Boltzmannstra\u00dfe 3, 85748 Garching b. M\u00fcnchen, Germany"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"F","family":"Han","sequence":"additional","affiliation":[{"name":"Department of Statistics, University of Washington, Box 354322, Seattle, Washington 98195, U.S.A"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"286","published-online":{"date-parts":[[2021,10,6]]},"reference":[{"key":"2022052609542882800_B1","article-title":"Adaptive test of independence based on HSIC measures","author":"Albert,","year":"2021"},{"key":"2022052609542882800_B2","doi-asserted-by":"crossref","first-page":"615","DOI":"10.1017\/S0269964800004095","article-title":"A coupling proof of the asymptotic normality of the permutation oscillation","volume":"9","author":"Angus,","year":"1995","journal-title":"Prob. Eng. Inf. 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