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Register a new userA refined determinantal inequality for correlation matrices
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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.
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In this paper, we provide a negative answer to a long-standing open problem on the compatibility of Spearmans rho matrices. Following an equivalence of Spearmans rho matrices and linear correlation matrices for dimensions up to 9 in the literature, we show non-equivalence for dimensions 12 or higher. In particular, we connect this problem with the existence of a random vector under some linear projection restrictions in two characterization results.
Let $T=begin{bmatrix} X &Y 0 & Zend{bmatrix}$ be an $n$-square matrix, where $X, Z$ are $r$-square and $(n-r)$-square, respectively. Among other determinantal inequalities, it is proved $det(I_n+T^*T)ge det(I_r+X^*X)cdot det(I_{n-r}+Z^*Z)$ with equality holds if and only if $Y=0$.
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