Correlation vs Regression: Both correlation and regression are two powerful tools of statistics and data analysis used to understand the relationships between variables. However, they serve ...

Offers an alternative to Markowitz’s “Portfolio Selection”. Outlines the nuts and bolts of correlation between past and future performance, or between expected and actual returns. Explains ...

Jie Peng, Pei Wang, Nengfeng Zhou, Ji Zhu, Partial Correlation Estimation by Joint Sparse Regression Models, Journal of the American Statistical Association, Vol. 104, No. 486 (June 2009), pp. 735-746 ...

It is shown that there is a substantial positive sampling correlation between the regression of offspring on mid-parent and the covariance of full sibs estimated from the same data, and that in a ...