“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Comment

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This note comments on the Generalised Measure of Correlation (GMC) suggested by Zheng et al. (2012). The GMC concept was largely anticipated in a publication 115 years earlier, undertaken by Yule (1897), in the proceedings of the Royal Society. The note is directed at giving Yule (1897) credit for covering the foundations of the topic comprehensively.
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Allen, D.E and V. Hooper (2018) Generalized Correlation Measures of Causality and Forecasts of the VIX using Non-linear Models, Sustainability, 10(8: 2695), 1-15. Bravais, A. (1846), Analyse mathématique sur les probabilités des erreurs de situation d'un point, Mémoires présentés par divers savants à l'Académie royale des sciences de l'Institut de France, 9, 255-332. Denis, D.J. (2000), The Origins of Correlation and Regression: Francis Galton or Auguste Bravais and the Error Theorists?, Paper presented at the 61st Annual Convention of the Canadian Psychological Association, Ottawa, Canada, 29 June, 2000. Vinod, H.D. (2015), Generalized Correlation and Kernel Causality with Applications in Development Economics, Communications in Statistics - Simulation and Computation, accepted Nov. 10, 2015, URL Yule, G.U. (1897), On the Signi_cance of Bravais Formulæ for Regression, in the case of skew correlation, Proceedings of The Royal Society London, 477-489. Zheng, S., N-S, Shi and Z. Zhang (2012), Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond, Journal of the American Statistical Association, 107, 1239-1252.