Quantifying concordance of correlated cosmological data sets

We develop estimators of agreement and disagreement between correlated cosmological data sets. These account for data correlations when computing the significance of both tensions and excess confirmation while remaining statistically optimal. We discuss and thoroughly characterize different approaches commenting on the ones that have the best behavior in practical applications. We complement the calculation of their statistical distribution within the Gaussian model with one estimator that takes non-Gaussianities fully into account. To illustrate the use of our techniques, we apply these estimators to supernovae measurements of the distance-redshift relation, absolutely calibrated by the local distance ladder. The suite of best estimators that we discuss finds results that are in excellent agreement between estimators and find no indications of significant internal inconsistencies in this data set above the $1\%$ probability threshold. This shows the robustness of local determinations of the Hubble constant to features in the distance-redshift relation.