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Hürlimann, W. (2015) Extreme Points of the n-Dimensional Elliptope: Application to Universal Copulas. Theoretical Mathematics and Applications. (In Press)

has been cited by the following article:

• TITLE: Optimal Bounds for the Largest Eigenvalue of a 3 × 3 Correlation Matrix

  AUTHORS: Werner Hürlimann

  KEYWORDS: Correlation Matrix, Positive Semi-Definite Matrix, Extreme Point, Eigenvalue, Inequality

  JOURNAL NAME: Advances in Pure Mathematics, Vol.5 No.7, June 2, 2015

  ABSTRACT: A new approach that bounds the largest eigenvalue of 3 × 3 correlation matrices is presented. Optimal bounds by given determinant and trace of the squared correlation matrix are derived and shown to be more stringent than the optimal bounds by Wolkowicz and Styan in specific cases.