We study the large-sample joint distribution of Z, the 1/2p(p - 1) Fisher z-transforms of the elements in a p variable correlation matrix. Under the null hypothesis of equal population correlations ...

This example defines modules to compute correlation coefficients between numeric variables and standardized values for a set of data. /* Module to compute correlations */ start corr; n=nrow(x); /* ...

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) ...

In this tutorial we begin our investigation of multivariate statistics using correlation and scatterplots. The idea is that we have two continuous variables and we want to examine the strength of the ...

This is a preview. Log in through your library . Consists of six departments and provides education in the fields of physics, mathematics, chemistry, informatics, biology and ecology, geography and ...