On extremal correlations

DOI10.1016/S0378-3758(01)00219-1zbMath1005.62061OpenAlexW1964739415MaRDI QIDQ1600720

K. R. Parthasarathy

Publication date: 16 June 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(01)00219-1

zbMATH Keywords

extreme pointsconvex setpositive semidefinitecorrelation matrices

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Positive matrices and their generalizations; cones of matrices (15B48) Basic linear algebra (15A99)

Related Items (2)

A maximum entropy approach to the realizability of spin correlation matrices ⋮ Admissible Bernoulli correlations

Cites Work

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• Extremal correlation matrices
• Extreme points of a convex subset of the cone of positive semidefinite matrices
• A note on extreme positive definite matrices

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