For a symmetric correlation matrix, the Inverse Correlation Matrix table contains the inverse of the correlation matrix, as shown in Figure 40.14. The diagonal elements of the inverse correlation ...

The word ‘holography’ means a drawing that contains all of the information for light—both amplitude and wavefront. However, because of the insufficient bandwidth of current electronics, the direct ...

This is a preview. Log in through your library . Abstract The asymptotic variance of a statistic used to test the equality of the smallest latent roots of a correlation matrix is computed. This ...

Random sampling from a multivariate normal distribution is essential for Monte Carlo simulations in many credit risk models. For a portfolio of N obligors, standard methods usually require O(N2) ...

Let Q = (Q₁ ,..., Qn) be a random vector drawn from the uniform distribution on the set of all n! permutations of {1, 2, ..., n]. Let Z = (Z₁ ,..., Zn), where Zj is the mean zero variance one random ...