A METHOD FOR CONSTRUCTING VECTORS OF OBSERVATIONS ON VARIABLES WITH THE GIVEN CORRELATION MATRIX

• Authors: Westa M.
• Languages of publication: PL

Abstracts

EN

In the paper, it was proposed a method for constructing the vectors of observations on the variables, such that the given positive semi-definite symmetric matrix, which has the following properties: - all elements on the main diagonal are units; - all elements outside the main diagonal are not greater than one in absolute value, is their correlation matrix.

Keywords

EN

CORRELATION MATRIX; CORRELATION RELATIONS; ECONOMETRIC MODEL

Discipline

• ECONOMICS: ECONOMICS

• Publisher: Główny Urząd Statystyczny
• Journal: Przegląd Statystyczny
• Year: 2008
• Volume: 55
• Issue: 3
• Pages: 61-70
• Document type: ARTICLE

Contributors

author

Westa M.

• M. Westa, Uniwersytet Warminsko-Mazurski w Olsztynie, Wydzial Nauk Ekonomicznych, Katedra Metod Ilosciowych, ul. Oczapowskiego 4, 10-719 Olsztyn, Poland

Identifiers

CEJSH db identifier

08PLAAAA05249935