non linear correlation for three vectors

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Amirhossein Moosavi
Amirhossein Moosavi on 26 Jun 2020
Commented: dpb on 26 Jun 2020
I have a matrix that includes three columns of values. Thus, how can I measure the nonlinear correlation of these vectors?
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dpb
dpb on 26 Jun 2020
Which measure would you propose to compute?
I know of no widely accepted statistic (doesn't say there isn't one; but I'm unaware of it and a QDAGS didn't locate anything other than a research paper or two).

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