On the Metricity of the Chatterjee Correlation Coefficient
Flavio Chierichetti,
Mirko Giacchini and
Ravi Kumar
The American Statistician, 2026, vol. 80, issue 2, 310-317
Abstract:
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.
Date: 2026
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Persistent link: https://EconPapers.repec.org/RePEc:taf:amstat:v:80:y:2026:i:2:p:310-317
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DOI: 10.1080/00031305.2025.2571183
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