The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 6, No. 1 (1978), pp. 49-56 (8 pages) An asymptotic expansion is given for the distribution of the α-th largest latent root ...
Correlation coefficients are indicators of the strength of the linear relationship between two different variables, x and y. A linear correlation coefficient that is greater than zero indicates a ...
This is a preview. Log in through your library . Abstract Correlation matrices play a key role in many multivariate methods (e.g., graphical model estimation and factor analysis). The current state-of ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...