Independence screening is a variable selection method that uses a ranking criterion to select significant variables, particularly for statistical models with nonpolynomial dimensionality or "large p, ...

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 ...

Jonathan Borwein (Jon) receives funding from the ARC. Michael Rose does not work for, consult, own shares in or receive funding from any company or organization that would benefit from this article, ...

In the first case, there is a strong upward-sloping relationship between X and Y; in the second case, no apparent relationship; in the third case, a strong downward-sloping relationship. Note the ...

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 ...

Caroline Banton has 6+ years of experience as a writer of business and finance articles. She also writes biographies for Story Terrace. Suzanne is a content marketer, writer, and fact-checker. She ...

Sean Ross is a strategic adviser at 1031x.com, Investopedia contributor, and the founder and manager of Free Lances Ltd. Thomas J Catalano is a CFP and Registered Investment Adviser with the state of ...

The asymptotic single risk factor (ASRF) approach is a simplified framework for determining regulatory capital charges for credit risk and has become an integral part of how credit risk capital ...