How could I use a small 'y' symbol like greek in overleaf (latex)?
X seems like chi, however, I couldn't find greek 'y'.
The symbols are written in the page 40 of a book 2nd ed. 'The Elements of Statistical Learning -Data Mining, Inference, and Prediction'.
As already mentioned in the other answer, the small greek gamma comes very close...
On second thought it looks like the "classic" x and y in somekind of math font, due to the italic like representation. The following should do the trick:
\documentclass{article}
\usepackage{eucal}
\begin{document}
\[\CMcal{X,Y}\]
\end{document}
With the result:
In case you are looking for a mathematical symbol or any symbol in latex, have a look at Detexify.
This tool comes in very handy, if you have to classify a symbol;-)
You may try to use math font packages.
\usepackage{amsmath}
\usepackage{amsfonts, eucal, mathrsfs}
\usepackage{amssymb}
\usepackage{calligra}
\usepackage{calrsfs}
\usepackage[mathscr]{euscript}
\usepackage{xparse}
$\mathcal{X, Y}$
$\mathbf{X, Y}$
$\mathrm{X, Y}$
$\mathds{X, Y}$
$\mathfrak{X, Y}$
$\mathbb{X, Y}$
$\mathbf{X, Y}$
$\mathit{X, Y}$
$\mathrm{X, Y}$
$\mathscr{X, Y}$
$\mathsf{X, Y}$