On asymptotic properties of the empirical correlation matrix of a homogeneous vector-valued Gaussian field

2000 ◽  
Vol 52 (3) ◽  
pp. 346-367
Author(s):  
V. V. Buldygin ◽  
O. O. Dem’yanenko
Keyword(s):  
Correlation Matrix ◽  
Asymptotic Properties ◽  
Empirical Correlation ◽  
Gaussian Field ◽  
Vector Valued ◽  
Homogeneous Vector

ON THE SPECTRAL DECOMPOSITION OF EMPIRICAL CORRELATION MATRICES

2001 ◽  
Vol 10 (08) ◽  
pp. 1201-1213 ◽  
Author(s):  
LILIANA FORZANI ◽  
CARLOS F. TOLMASKY
Keyword(s):  
Principal Components Analysis ◽  
Principal Components ◽  
Spectral Decomposition ◽  
Correlation Matrix ◽  
Yield Curve ◽  
Empirical Correlation ◽  
Spectral Structure ◽  
Correlation Matrices ◽  
The Us ◽  
Components Analysis

One of the most widely used methods to build yield curve models is to use principal components analysis on the correlation matrix of the innovations. R. Litterman and J. Scheinkman found that three factors are enough to explain most of the moves in the case of the US treasury curve. These factors are level, steepness and curvature. Working in the context of commodity futures, G. Cortazar and E. Schwartz found that the spectral structure of the correlation matrices is strikingly similar to those found by R. Litterman and J. Scheinkman. We observe that in both cases the correlation between two different contracts maturing at times t and s is roughly of the form ρ|t-s|, for a certain (fixed) 0≤ρ≤1. Assuming this correlation structure we prove that the observed factors are perturbations of cosine waves.

Expressed Emotion in the Client-Professional Dyad

2004 ◽  
Vol 20 (4) ◽  
pp. 237-246 ◽  
Author(s):  
G. Van Humbeeck ◽  
Ch. Van Audenhove ◽  
G. Storms ◽  
M. De Hert ◽  
G. Pieters ◽  
...  
Keyword(s):  
Therapeutic Relationship ◽  
Correlation Matrix ◽  
Concurrent Validity ◽  
Positive Relationship ◽  
Expressed Emotion ◽  
Family Interview ◽  
Insufficient Time ◽  
Perceived Criticism

Summary: Background: This article reports on a study of the concurrent validity between the standard expressed emotion instrument, the Camberwell Family Interview (CFI), and two alternative EE measures, the Level of Expressed Emotion (LEE) and the Perceived Criticism Scale (PCS). Methods: The research sample consisted of 56 schizophrenic clients, who were residing in sheltered residences, and 56 professionals. Results: Based on the results of the correlation matrix between all the subscales of the instruments, a significantly positive relationship was found between the criticism scale of the CFI, the total score of the LEE, and the client version of the PCS. These correlations, however, were rather weak, which implies that the three instruments have little in common with each other. The professionals' version of the PCS does not appear to be an EE instrument. Conclusions: The results suggest that the CFI still remains the best instrument for assessing EE in a therapeutic relationship (between a professional and a client). If there is insufficient time to administer the CFI, then the client version of the PCS and the LEE can be used with the qualification that the PCS and LEE also measure other aspects and thus cannot completely replace the CFI. Nevertheless, the research indicates that asking the clients would seem to provide a better indication of the level of the professionals' criticism rather than asking the professionals themselves directly.

The Structure Among Measures of Personality, Social Attitudes, Values, and Social Norms

2007 ◽  
Vol 28 (4) ◽  
pp. 240-251 ◽  
Author(s):  
Lazar Stankov
Keyword(s):  
Factor Analysis ◽  
Individual Differences ◽  
Social Norms ◽  
Social Interactions ◽  
Correlation Matrix ◽  
Social Attitudes ◽  
Group Differences ◽  
Factor Scores ◽  
Ethnic Group Differences ◽  
Inside Out

Abstract. This paper presents the results of a study that employed measures of personality, social attitudes, values, and social norms that have been the focus of recent research in individual differences. These measures were given to a sample of participants (N = 1,255) who were enrolled at 25 US colleges and universities. Factor analysis of the correlation matrix produced four factors. Three of these factors corresponded to the domains of Personality/Amoral Social Attitudes, Values, and Social Norms; one factor, Conservatism, cut across the domains. Cognitive ability showed negative correlation with conservatism and amoral social attitudes. The study also examined gender and ethnic group differences on factor scores. The overall interpretation of the findings is consistent with the inside-out view of human social interactions.

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