Testing the independence or block independence of high-dimensional random vectors is important in multivariate statistical analysis. Recent works on high-dimensional block-independence tests aim to ...

This paper considers testing the null hypothesis that a times series is uncorrelated when the times series is uncorrelated but statistically dependent. This case is of interest in economic and finance ...

The adjusted r-squared is helpful for multiple regression and corrects for erroneous regression, giving you a more accurate correlation coefficient. If you look at the multiple regression we did, ...