Abstract

This article derives and examines the screened correlation obtained by applying a screening scheme to a scale mixture of multivariate normal distributions. We investigate and quantify the effects of the screening scheme on correlations and consider some properties and inferential aspects of the screened correlation while developing necessary theories and providing illustrative examples. The results indicate that the screening scheme is a useful technique for multivariate interdependence methods, particularly for addressing the problem of a lack of correlation.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.