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Compatible Matrices of Spearmans Rank Correlation

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 نشر من قبل Yuming Wang
 تاريخ النشر 2018
  مجال البحث الاحصاء الرياضي
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In this paper, we provide a negative answer to a long-standing open problem on the compatibility of Spearmans rho matrices. Following an equivalence of Spearmans 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.



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