For a sample of n pairs of observations from a bivariate normal distribution in which X and Y have the same coefficient of variation c, we derive the equations for the m. l. estimator ρ̂ of ρ. The ...

Sensitivity analyses of exposure or risk models can help identify the most significant factors to aid in risk management or to prioritize additional research to reduce uncertainty in the estimates.

Independence screening is a variable selection method that uses a ranking criterion to select significant variables, particularly for statistical models with nonpolynomial dimensionality or "large p, ...