【报告摘要】In this talk, the speaker will provide a concise overview of the recent progress made in exploring Sourav Chatterjee's newly introduced rank correlation. The objective is to elaborate on its practical utility and present several new findings pertaining to (a) the asymptotic normality and limiting variance of Chatterjee's rank correlation, (b) its statistical efficiency for testing independence, and (c) the issue of its bootstrap inconsistency. Notably, the presentation will reveal that Chatterjee's rank correlation is root-n consistent, asymptotically normal, but bootstrap inconsistent - a rare phenomenon in the literature.

【报告人简介】Dr. Fang Han is an associate professor of statistics, of economics (adjunct) at the University of Washington, and an affiliated investigator at Fred Hutchinson Cancer Research Center. He obtained his Ph.D. from the Department of Biostatistics, Johns Hopkins University in 2015. His most recent research is focused on rank- and graph-based methods.