To cite XICOR in publications use:

Chatterjee, Sourav (2020). “A new coefficient of correlation.” in press (JASA).

Corresponding BibTeX entry:

  @Unpublished{,
    title = {A new coefficient of correlation},
    author = {{Chatterjee} and {Sourav}},
    year = {2020},
    note = {in press (JASA)},
    arxiv = {https://arxiv.org/pdf/1909.10140.pdf},
  }