A determinantal inequality for correlation matrices

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

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Year of publication:	2014
Authors:	Olkin, Ingram
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 88.2014, C, p. 88-90
Publisher:	Elsevier
Subject:	Intraclass correlation matrix \| Majorization \| Schur convex functions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010752958