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About 10,000 papers for “Linear correlation”

Linear Correlation

Andrea Roncoroni, Politecnico Di Milano, Andrea Roncoroni et al. · 2009

Cross-commodity price dependence This presentation introduces the notion of price dependence in the general framework of copula functions. The problem of pricing energy spread claims, such as the spark spread option, is tackled using the alternative approaches represented by the Benth-Kettler copula-based model and a multidimensional extension of the Threshold spike-diusion model proposed by Roncoroni (2002). This extension has been pursued in collaboration with Rachid Id Brik at ESSEC Business School. * These notes can be freely distributed in paper version only and under the sole requirement that the author's name and indicated references are explicitly mentioned. For other forms of use and distribution, please contact the Author at:

Cited by 0

Linear Correlation

2013

In this chapter, the author takes a concept that is used in everyday life, namely, correlation, and shows how to quantify it. The correlation between midterm and final exam scores for a hypothetical course is considered. The simplest way to attain perfect correlation would be if each student's score on the final was identical to that student's score on the midterm. The correlation coefficient is a very useful number for characterizing the relationship between two variables, but using a single number to describe a potentially complex relationship can be misleading. In its most recent versions, SPSS has made dramatic changes in the way users request some of its major statistical procedures through its dialog boxes. However, recognizing that many longtime users of SPSS have grown quite comfortable with the way these dialog boxes used to appear, some of SPSS's menus offer a choice labeled Legacy Dialogs.

Cited by 0

Simple Linear Correlation

Jingmei Jiang · 2022

Simple linear correlation considers the linear relationship between two variables, but neither is assumed to be functionally dependent on the other. The term “simple” refers to only two variables being considered simultaneously. The statistical inference for the Pearson correlation is a parametric test as it requests that the two variables follow a bivariate normal distribution. When these conditions are not met, e.g., one or both of two variables are ordered or one or both are continuous but not normally distributed, we can use Spearman's rank correlation as a nonparametric alternative to analyze the association. Hypothesis testing of the sample correlation coefficient is needed to test whether it is of statistical significance. Whether a correlation exists needs to be judged based on hypothesis testing. The test methods can be divided into t-test and critical-value method.

Cited by 4

Linear Correlation Estimation

Filip Lindskog · 2000

. Most financial models for modelling dependent risks are based on the assumption of multivariate normality and linear correlation is used as a measure of dependence. However, observed financial data are rarely normally distributed and tend to have marginal distributions with heavier tails. Furthermore, the observed synchronized extreme falls in financial markets can not be modelled by multivariate normal distributions. However, there are other elliptical distributions with these properties and the assumption of multivariate normality can often be replaced by the assumption of ellipticality. A useful property of elliptical distributions is that these distributions support the standard approaches of risk management. Value-at-Risk fulfills the desired properties of a risk measure and the mean-variance (Markowitz) approach can be used for portfolio optimization. For elliptical distributions linear correlation is still a natural measure of dependence. However, a linear correlation estimato...

Cited by 0

Correlation versus Linear Transforms

M. Golay · Proceedings of the IRE · 1953

A criticism is made of the emphasis recently placed by communication engineers on correlative concepts and devices. Specific suggestions, illustrated by an example borrowed from radar, are offered about other possible attacks on the problems presented by the submergence of wanted data in noise.

Cited by 3

Two Linear Correlation Coefficients

Robert de Levie · Journal of Chemical Education · 2003

In fitting data to a straight line, many calculators and computer programs display a ’linear correlation coefficient’. Two types of linear correlation coefficients are discussed, one often useful in chemical calculations, the other usually not.

Cited by 6

Linear regression and correlation

Andrew Gelman, Deborah Nolan · Oxford University Press eBooks · 2017

This chapter addresses the descriptive treatment of linear regression with a single predictor: straight-line fitting, interpretation of the regression line and standard deviation, the confusing phenomenon of “regression to the mean,” correlation, and conducting regressions on the computer. These concepts are illustrated with student discussions and activities. Many examples are of the sort commonly found in statistics textbooks, but the focus here is on how to work the examples into student-participation activities rather than simply examples to be read or shown on the blackboard. Topics include the following relationships: height and income, height and hand span, world population over time, and exam scores.

Cited by 2

Linear Association and Correlation

Charles Igel · Authorea · 2019

Correlation is a fundamental concept within statistics that, once understood, provides insight into more complex statistical models and ideas. From a conceptual standpoint, correlation summarizes the measured association between variables, meaning the extent to which one variable is affected by the other. Put another way, correlation is simply a measure of association.

Cited by 0Open access