The volume of the spatial region corresponding to n n correlation matrices

DOI10.4169/AMER.MATH.MONTHLY.123.9.909zbMATH Open1391.15114OpenAlexW2539798229WikidataQ58187487 ScholiaQ58187487MaRDI QIDQ4576562FDOQ4576562

Authors: Sean Eastman, Selwyn L. Hollis, Kawee Numpacharoen, Jared Schlieper 

Publication date: 12 July 2018

Published in: The American Mathematical Monthly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4169/amer.math.monthly.123.9.909

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Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Special matrices (15B99)

Cites Work

• Title not available (Why is that?)
• Generating random correlation matrices based on partial correlations
• Title not available (Why is that?)
• Generating Correlation Matrices
• Generation of correlation matrices with a given eigen–structure
• Generating valid \(4\times4\) correlation matrices
• On the generation of correlation matrices

Cited In (3)

• Null spaces of correlation matrices
• Three-by-three correlation matrices: its exact shape and a family of distributions
• Parametrising correlation matrices

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