Positive definite random matrices.

MaRDI QIDQ5394100zbMATH OpenFDO

Authors Evelina I. Veleva

Publication date 25 October 2006

zbMATH Keywords

multivariable normal (Gaussian) distributionpositive definite matrixWishart distribution

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10)

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