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 ...

Joint mean-covariance regression modeling with unconstrained parametrization for continuous longitudinal data has provided statisticians and practitioners with a powerful analytical device. How to ...

Yinfei Kong, Daoji Li, Yingying Fan, Jinchi Lv, INTERACTION PURSUIT IN HIGH-DIMENSIONAL MULTI-RESPONSE REGRESSION VIA DISTANCE CORRELATION, The Annals of Statistics, Vol. 45, No. 2 (April 2017), pp.