{"title":"Completing a Correlation Matrix with Fixed Subcorrelations","authors":"Hamza Guennoun, P. Henry-Labordère","doi":"10.2139/ssrn.3082730","DOIUrl":null,"url":null,"abstract":"In this short paper, we explain how to build all correlation matrices when some subcorrelations are fixed. The set of solutions is mapped to a particular n-transitivity group of the orthogonal group that we construct explicitly.","PeriodicalId":181062,"journal":{"name":"Corporate Governance: Disclosure","volume":"27 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2017-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Corporate Governance: Disclosure","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3082730","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
In this short paper, we explain how to build all correlation matrices when some subcorrelations are fixed. The set of solutions is mapped to a particular n-transitivity group of the orthogonal group that we construct explicitly.
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