On the quality of regular correlated pairs (R(K), R0(K)), measured by the value of the coefficient R2(k)
On the quality of regular correlated pairs (R(K), R0(K)), measured by the value of the coefficient R2(k)
Author(s): Joanna PlebaniakSubject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: correlation matrix; universal matrix; Hellwig’s inequality; the coefficient r2(k)
Summary/Abstract: If a correlated pair (R(k), R0(k)) is a regular correlated pair, then the coefficient measuring the quality of such a pair satisfies the inequality: r2(k) ≥ F(k).
Journal: Ekonometria
- Issue Year: 2013
- Issue No: 41
- Page Range: 9-14
- Page Count: 6
- Language: English
