FACTORING THE MULTITEST-MULTIOCCASION CORRELATION MATRIX*

Factoring distance matrix polynomials

In this paper we prove that a vertex-centered automorphism of a tree gives a proper factor of the characteristic polynomial of its distance or adjacency matrix. We also show that the characteristic polynomial of the distance matrix of any graph always has a factor of degree equal to the number of vertex orbits of the graph. These results are applied to full k-ary trees and some other problems. ...

Psychologyy: L. L. Thurstone Graphical Method of Factoring the Correlation Matrix by L. L. Thurstone

Matrix factoring by fraction-free reduction

We consider exact matrix decomposition by Gauss-Bareiss reduction. We investigate two aspects of the process: common row and column factors and the influence of pivoting strategies. We identify two types of common factors: systematic and statistical. Systematic factors depend on the process, while statistical factors depend on the specific data. We show that existing fraction-free QR (Gram–Schm...

Complete the Correlation matrix

In this article we discuss a method to complete the correlation matrix in a multi-dimensional stochastic volatility model. We concentrate on the construction of a positive definite correlation matrix. Furthermore we present a numerical integration scheme for this system of stochastic differential equations which improves the approximation quality of the standard Euler-Maruyama method with minim...

FACTOR EXTRACTION BY MATRIX FACTORING TECHNIQUES From Exploratory Factor Analysis