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Compatible Matrices of Spearman's Rank Correlation. (arXiv:1810.03477v1 [math.ST])
来源于:arXiv
In this paper, we provide a negative answer to a long-standing open problem
on the compatibility of Spearman's rho matrices. Following an equivalence of
Spearman's rho matrices and linear correlation matrices for dimensions up to 9
in the literature, we show non-equivalence for dimensions 12 or higher. In
particular, we connect this problem with the existence of a random vector under
some linear projection restrictions in two characterization results. 查看全文>>