Lord, Roger; Pelsser, Antoon - Tinbergen Instituut - 2005
conditions have the nice interpretation of restricting the level, slope and curvature of the correlation surface. It is proven … that the Schoenmakers-Coffey correlation matrix also brings along such factors. Finally, we formulate and corroborate our … conjecture that the order present in correlation matrices causes slope.<P>This discussion paper resulted in a publication in <A …