Advances and Applications in Statistics
Volume 47, Issue 3, Pages 175 - 187
(December 2015) http://dx.doi.org/10.17654/ADASDec2015_175_187 |
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ANGLE CORRELATION INEQUALITIES OF DE FINETTI TYPE
Werner Hürlimann
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Abstract: Based on the explicit parameterization of the set of positive semi-definite correlation matrices, we derive some angle correlation inequalities of De Finetti type. |
Keywords and phrases: correlation matrix, positive semi-definite property, canonical parameters, correlation inequalities. |
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