Correlation vs Regression: Both correlation and regression are two powerful tools of statistics and data analysis used to understand the relationships between variables. However, they serve distinct ...

Offers an alternative to Markowitz’s “Portfolio Selection”. Outlines the nuts and bolts of correlation between past and future performance, or between expected and actual returns. Explains optimal ...

This is a preview. Log in through your library . Journal Information Biometrika is primarily a journal of statistics in which emphasis is placed on papers containing original theoretical contributions ...

This is a preview. Log in through your library . Abstract When the rank of the autoregression matrix is unrestricted, the maximum likelihood estimator under normality is the least squares estimator.

In statistics, a mathematical method of modeling the relationships among three or more variables. It is used to predict the value of one variable given the values of the others. For example, a model ...