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This volume provides a useful and interesting discussion about the importance and utility of the correlation matrix as a unified entity, beyond the pairwise correlations themselves. As such it provides readers with useful information about the foundations of several important statistical procedures and models.
This is an exceptional book that brings together information on a technique that has been around for over a century, the correlation. The authors challenge the reader to see correlations not as individuals but as a community that can be interpreted and acted on as such.