Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 79, No. 3 (JUNE 2017), pp. 677-693 (17 pages) Statistical inferences for sample correlation matrices are important in ...
Harry Markowitz famously quipped that diversification is the only free lunch in investing. What he did not say is that this is only true if correlations are known and stable over time. Markowitz’s ...
The probability (Q) that the estimated between-group covariance matrix is not positive definite is computed for the balanced single classification multivariate analysis of variance with random effects ...
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