For Pearson, Spearman, and Kendall's tau: (i) neither one of them could detect complex (nonlinear/non-monotone) dependence; (ii) they are clearly very powerful in detecting linear/monotone dependence. All these results…
For Pearson, Spearman, and Kendall's tau: (i) neither one of them could detect complex (nonlinear/non-monotone) dependence; (ii) they are clearly very powerful in detecting linear/monotone dependence. All these results…