Testing dependence/correlation of two variables is one of the fundamental tasks in statistics. In this work, we proposed an efficient method for nonlinear dependence of two continuous variables (X and ...

We show that widely used approaches in statistical physics incorrectly indicate the existence of power-law cross-correlations between financial stock market fluctuations measured over several years ...

Suppose estimates are available for correlations between pairs of variables but that the matrix of correlation estimates is not positive definite. In various applications, having a valid correlation ...

UNDERSTANDING RESEARCH: What do we actually mean by research and how does it help inform our understanding of things? Today we look at the dangers of making a link between unrelated results. Here’s an ...