The adjusted r-squared is helpful for multiple regression and corrects for erroneous regression, giving you a more accurate ...

A new one-sided test for serial correlation in multivariate time series models is proposed. The test is based on a comparison between a multivariate spectral density estimator and the spectral density ...

This paper proposes a new statistic to test independence between two high dimensional random vectors X: p₁ × 1 and Y: p₂ × 1. The proposed statistic is based on the sum of regularized sample canonical ...