New class of correlation coefficients inspired by the Chatterjee coefficient

**Describe the feature you'd like to have** [This paper](https://arxiv.org/pdf/2403.17670) 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 yet, so I'm not sure on how to implement them yet.