Establishes weak continuity of Chatterjee's ξ and related dependence measures w.r.t. Markov products under copula-based and conditional convergence conditions, with verification for elliptical and l1-norm symmetric distributions.
On the invariant properties of notions of positive dependence and copulas under increasing transformations.Insur
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On continuity of Chatterjee's rank correlation and related dependence measures
Establishes weak continuity of Chatterjee's ξ and related dependence measures w.r.t. Markov products under copula-based and conditional convergence conditions, with verification for elliptical and l1-norm symmetric distributions.