A group majorization ordering for correlation matrices

DOI10.1016/0024-3795(90)90340-IMaRDI QIDQ908992zbMATH OpenFDO

Authors Alessandra Giovagnoli, Mario Romanazzi

Publication date 1990

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(90)90340-I

zbMATH Keywords

correlation matricesorderingRankingstrength of linear relationships

Mathematics Subject Classification ID

Algebraic systems of matrices (15A30) Statistical ranking and selection procedures (62F07)

Review text

Ranking and comparison of various correlation matrices are attempted through ordering by majorization. Rules for ordering and equivalence of different types of correlation matrices e.g., multiple, partial and canonical correlation matrices, are developed in several theorems. These rules characterize the conditions under which the multiple, partial and canonical coefficient matrices preserve in some sense the partial ordering relation \(\leq\). This partial ordering is shown to have many intuitively appealing properties.

Recommendations

• On the correlation order
• Multivariate majorization by positive combinations
• An ordering of dependence for contingency tables
• Majorization for (0,1)-matrices
• Majorization for matrix classes

Cites work

• Canonical Positive Definite Matrices Under Internal Linear Transformations
• G-majorization with applications to matrix orderings
• scientific article; zbMATH DE number 3942782 (Why is no real title available?)
• scientific article; zbMATH DE number 4020230 (Why is no real title available?)
• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• Inequalities: theory of majorization and its applications
• Some symmetric, invariant measures of multivariate association

Cited in

(7)

• An ordering of dependence for contingency tables
• Group majorization and Schur type inequalities
• An analytical characterization of effective and of irreducible groups inducing cone orderings
• Inequalities associated with intra-inter-class correlation matrices.
• Multivariate majorization by positive combinations
• Ordering results for elliptical distributions with applications to risk bounds
• A group majorization ordering for Euclidean distance matrices

This page was built for publication: A group majorization ordering for correlation matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q908992)