Regression imputation is commonly used to compensate for item nonresponse when auxiliary data are available. It is common practice to compute survey estimators by treating imputed values as observed ...

It is well known that the correlation matrix has a central role in the analysis of multivariate data. The inverse of the correlation matrix, however, also has important interpretations. An exposition ...

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 ...

Successful investing requires the ability to distinguish long-term trends from the short-term noise that moves stock prices on a minute-to-minute basis. One way to tune out the random oscillations and ...

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 ...