Alternatives to Pearson's and Spearman's Correlation Coefficients
نویسندگان
چکیده
منابع مشابه
Correlation: Pitfalls and Alternatives
Correlation is a mine eld for the unwary. One does not have to search far in the literature of nancial risk management to nd misunderstanding and confusion. This is worrying since correlation is a central technical idea in nance. Correlation lies at the heart of the capital asset pricing model (CAPM) and the arbitrage pricing theory (APT), where its use as a measure of dependence between nancia...
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15 صفحه اولSupersymmetric Contributions to Weak Decay Correlation Coefficients
We study supersymmetric contributions to correlation coefficients that characterize the spectral shape and angular distribution for polarized μand β-decays. In the minimal supersymmetric Standard Model (MSSM), one-loop box graphs containing superpartners can give rise to non-(V −A)⊗ (V −A) four fermion operators in the presence of left-right or flavor mixing between sfermions. We analyze the pr...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2016
ISSN: 1556-5068
DOI: 10.2139/ssrn.2725499