Yule’s “nonsense correlation” solved!
نویسندگان
چکیده
منابع مشابه
Yule ’ s “ Nonsense Correlation ” Solved !
In this talk, I will discuss how I recently resolved a longstanding open statistical problem. The problem, formulated by the British statistician Udny Yule in 1926, is to mathematically prove Yule's 1926 empirical finding of "nonsense correlation". We solve the problem by analytically determining the second moment of the empirical correlation coefficient of two independent Wiener processes. Usi...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2017
ISSN: 0090-5364
DOI: 10.1214/16-aos1509