The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Applications of Chatterjee correlation coefficient

Chatterjee 상관계수의 응용

  • Sojin Ahn (Division of Data and Information Sciences, Pukyong National University) ;
  • Dae-Heung Jang (Division of Data and Information Sciences, Pukyong National University)
  • 안소진 (부경대학교 데이터정보과학부 통계.데이터사이언스전공) ;
  • 장대흥 (부경대학교 데이터정보과학부 통계.데이터사이언스전공)
  • Received : 2023.02.15
  • Accepted : 2023.02.24
  • Published : 2023.06.30
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Abstract

Chatterjee (2021) proposed a new correlation coefficient ξ as an alternative to overcome the disadvantages of the existing Pearson's correlation coefficient. Since this correlation coefficient is rank-based, it is robust to outliers, and the simple formula makes the concept easy to understand and the measure calculation speed is very fast. Through this paper, the application of this correlation coefficient was examined in two aspects (1. Bivariate distribution, 2. High-dimensional data).

Chatterjee (2021)는 기존의 피어슨 상관계수의 단점을 극복하기 위한 하나의 대안으로서 새로운 상관계수 ξ를 제안하였다. 이 상관계수는 순위를 기반으로 하기 때문에 이상점에 강건하고, 간단한 공식 때문에 개념을 이해하기 쉽고 측도 계산 속도가 아주 빠르다. 본 논문을 통하여 이 상관계수의 응용을 두 가지 측면(1.이변량 분포, 2. 고차원자료)에서 살펴보았다.

Keywords

Acknowledgement

이 논문은 부경대학교 자율창의학술연구비(2021년)에 의하여 연구되었음.

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