The main purpose of this paper is to clarify relations and distinctions between several approaches suggested in the statistical literature for analysing structures in correlation matrices, i.e. of ...

We revisit an article by D. A. Freedman on screening variables for regression models. After summarizing his asymptotic results we show that the theory does not entirely explain the results of computer ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...