A determinantal inequality for correlation matrices

Ingram Olkin

Statistics & Probability Letters, 2014, vol. 88, issue C, 88-90

Abstract: Correlations are a source of continuing discoveries. A new inequality is obtained that provides easily computed bounds for the determinant of a correlation matrix.

Keywords: Intraclass correlation matrix; Majorization; Schur convex functions (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1016/j.spl.2014.01.012

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