Bibliography (9):

1. A Copula-Based Non-parametric Measure of Regression Dependence

2. A simple measure of conditional dependence

3. On boosting the power of Chatterjee’s rank correlation

4. On extensions of rank correlation coefficients to multivariate spaces

5. A New Coefficient of Correlation: Supplementary Material: Proofs

6. Wikipedia Bibliography:

   1. Nearest-neighbor interpolation

   2. https://en.wikipedia.org/wiki/Correlation_coefficient

      https://en.wikipedia.org/wiki/Correlation_coefficient

   3. Pearson correlation coefficient

   4. Spearman's rank correlation coefficient