Closed-form expressions are derived for association measures of approximating copulas including Chatterjee's ξ, with a proof that ξ(C_n) ≤ ξ(C) and convergence as n→∞ for TP2 copulas under checkerboard approximation.
On the minimum information checkerboard copulas under fixed kendall’s rank correlation.arXiv preprint arXiv:2306.01604, 2023
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Measures of association for approximating copulas
Closed-form expressions are derived for association measures of approximating copulas including Chatterjee's ξ, with a proof that ξ(C_n) ≤ ξ(C) and convergence as n→∞ for TP2 copulas under checkerboard approximation.