The asymptotic distribution of the determinant of a random correlation matrix

DOI10.1111/stan.12113arXiv1309.7268OpenAlexW2963727577MaRDI QIDQ6089158

Gabriela F. Nane, Anca Maria Hanea

Publication date: 14 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.7268

zbMATH Keywords

determinantrandom matrixbeta distributionrandom correlation matrixregular vines

Mathematics Subject Classification ID

Multivariate analysis (62Hxx) Basic linear algebra (15Axx) Special matrices (15Bxx)

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