Testing correlation structures has attracted extensive attention in the literature due to both its importance in real applications and several major theoretical challenges. The aim of this paper is to ...
There has been an increasing interest in testing the equality of large Pearson’s correlation matrices. However, in many applications it is more important to test the equality of large rank-based ...
James Chen, CMT is an expert trader, investment adviser, and global market strategist. Thomas J. Brock is a CFA and CPA with more than 20 years of experience in various areas including investing, ...
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