Compatible Matrices of Spearman's Rank Correlation
Authors: Bin Wang, Ruodu Wang, Yuming Wang
Journal: arXiv
mental health
psychology
open access
Abstract
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.