Generating valid 44 correlation matrices

MaRDI QIDQ5505233zbMATH OpenFDO

Authors Mark Budden, Paul T. Hadavas, Lorrie Lawrence Hoffman, Chris Pretz

Publication date 26 January 2009

Full work available at URL https://eudml.org/doc/55187, http://www.emis.de/journals/AMEN/2007/2007.htm

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zbMATH Keywords

positive semidefinitecorrelation matrices\(4\times 4\) matrixalgorithm for generatingprincipal minor determinants

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Positive matrices and their generalizations; cones of matrices (15B48)

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(6)

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• On the generation of correlation matrices
• The volume of the spatial region corresponding to \(n\times n\) correlation matrices
• Correlation matrices with average constraints
• A majorization algorithm for constrained correlation matrix approximation
• Extended studies of separability functions and probabilities and the relevance of Dyson indices

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