The receiver operating characteristic (ROC) curve may be used to evaluate the performance of a biomarker measured on continuous scale to predict disease status or clinical condition. Motivated by the need for novel study designs with better estimation efficiency and reduced study cost, we...

Purpose– This study aims to propose a model-free statistic that tests asymmetric correlations of stock returns, in which stocks move more often with the market when the market goes down than when it goes up, and then empirically analyze the asymmetric correlations of the China stock market and...

Purpose – This study aims to propose a model-free statistic that tests asymmetric correlations of stock returns, in which stocks move more often with the market when the market goes down than when it goes up, and then empirically analyze the asymmetric correlations of the China stock market...