{"title":"补全一个固定子相关的相关矩阵","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":"{\"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}","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}
Completing a Correlation Matrix with Fixed Subcorrelations
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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