New class of correlation coefficients inspired by the Chatterjee coefficient

[kahaaga]

Describe the feature you'd like to have

This paper explores a new class of correlation coefficients inspired by the Chatterjee correlation coefficient, of which the Chatterjee correlation coefficient is a special case. It would be nice to have these coefficients here too.

If possible, sketch out an implementation strategy

I haven't read the paper in detail, so I'm not sure on how to implement them yet.