Zheng, Shurong; Shi, Ning-Zhong; Zhang, Zhengjun - In: Journal of the American Statistical Association 107 (2012) 499, pp. 1239-1252
Applicability of Pearson's correlation as a measure of explained variance is by now well understood. One of its limitations is that it does not account for asymmetry in explained variance. Aiming to develop broad applicable correlation measures, we study a pair of generalized measures of...