end, a novel relationship between multivariate regression and canonical correlation is discovered. Subsequently, its …The problem of regression shrinkage and selection for multivariate regression is considered. The goal is to … consistently identify those variables relevant for regression. This is done not only for predictors but also for responses. To this …

There are simple well-known conditions for the validity of regression and correlation as statistical tools. We analyse …

In a high dimensional linear regression model, we propose a new procedure for testing statistical significance of a … subset of regression coefficients. Specifically, we employ the partial covariances between the response variable and the …

correlation grows stronger with higher time scales. We further apply quantile regression to observe the various relationships … index and exchange rate. We apply simple correlation and wavelet based correlation and in accordance with the portfolio …

-sectional correlation even after taking out common but unobservable factors. We introduce the Principal Orthogonal complEment Thresholding …

A common problem in applied regression analysis is that covariate values may be missing for some observations but … we formalize this trade-off by showing that one can augment the regression model with a set of auxiliary variables so as …