A refined determinantal inequality for correlation matrices
Statistics Theory
2019-09-13 v1 Classical Analysis and ODEs
Statistics Theory
Abstract
Olkin [3] obtained a neat upper bound for the determinant of a correlation matrix. In this note, we present an extension and improvement of his result.
Keywords
Cite
@article{arxiv.1909.05420,
title = {A refined determinantal inequality for correlation matrices},
author = {Niushan Gao and Alexandra Kirillova and Zihao Tong},
journal= {arXiv preprint arXiv:1909.05420},
year = {2019}
}