The attainable (ξ, ρ) region is a convex set with boundary from novel diagonal-band copulas; ξ ≤ |ρ| holds under stochastic monotonicity and the maximum of ρ − ξ equals 0.4.
Azadkia-Chatterjee’s correlation coefficient adapts to manifold data
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The exact region and an inequality between Chatterjee's and Spearman's rank correlations
The attainable (ξ, ρ) region is a convex set with boundary from novel diagonal-band copulas; ξ ≤ |ρ| holds under stochastic monotonicity and the maximum of ρ − ξ equals 0.4.