Comment by nestorD
4 years ago
To be fair, Pearson, Spearman and Kendall's tau are the coeffisicent people use in practice. Had I been in the author's position I would have done the same: cite all the interesting developements but compare with what people actually use.
Comparing with something people barely know should be nice but people have a limited attention span so I would push to that anexes at best and focus on the more important parts.
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 have been documented in textbooks and repeatedly talked in classes for over 50 years.