Regression analysis is one of the most commonly used techniques in statistics. When the dimension of independent variables is high, it is difficult to conduct efficient non-parametric analysis ...

Sample surveys often have complex sample designs with multistage cluster sampling, stratification, and differential selection probabilities. This article is concerned with testing the null hypothesis ...

Offers an alternative to Markowitz’s “Portfolio Selection”. Outlines the nuts and bolts of correlation between past and future performance, or between expected and actual returns. Explains optimal ...