Explore how covariance reveals relationships between variables, its role in financial planning, and its application in the stock market for better investment strategies.

This article introduces a novel statistical framework for independent component analysis (ICA) of multivariate data. We propose methodology for estimating mutually independent components, and a ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle ...

This is a preview. Log in through your library . Abstract The multivariate normal patterned mean and covariance matrix testing problem is studied for general one and k-population hypotheses. T. W.