Variance of the Hellings-Downs correlation

Variance Dispersion and Correlation Swaps

In the recent years, banks have sold structured products such as Worst-of options, Everest and Himalayas, resulting in a short correlation exposure. They have hence become interested in offsetting part of this exposure, namely buying back correlation. Two ways have been proposed for such a strategy : either pure correlation swaps or dispersion trades, taking position in an index option and the ...

Conditional Distance Variance and Correlation

Recently a new dependence measure, the distance correlation, has been proposed to measure the dependence between continuous random variables. A nice property of this measure is that it can be consistently estimated with the empirical average of the products of certain distances between the sample points. Here we generalize this quantity to measure the conditional dependence between random varia...

The role of correlation in analysis of variance.

A test of the significance of a row or column agent in an analysis of variance may be expressed in the form of correlation between the agent and the variate. A test of the significance of interaction variance may be expressed in the form o f correlation between the agents. These expressions are principally of theoretical interest in that the degree of significance in an F test or the value of a...

The Variance of Intraclass Correlation Involving Groups with One Observation

the effect of taftan pozzolan on the compressive strength of concrete in the environmental conditions of oman sea (chabahar port)

cement is an essential ingredient in the concrete buildings. for production of cement considerable amount of fossil fuel and electrical energy is consumed. on the other hand for generating one tone of portland cement, nearly one ton of carbon dioxide is released. it shows that 7 percent of the total released carbon dioxide in the world relates to the cement industry. considering ecological issu...