The volume of random simplices from elliptical distributions in high dimension
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DOI: 10.1016/j.spa.2023.07.012
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References listed on IDEAS
- Heiny, Johannes & Mikosch, Thomas, 2018. "Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices," Stochastic Processes and their Applications, Elsevier, vol. 128(8), pages 2779-2815.
- Dette, Holger & Dörnemann, Nina, 2020. "Likelihood ratio tests for many groups in high dimensions," Journal of Multivariate Analysis, Elsevier, vol. 178(C).
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Keywords
Central limit theorem; Elliptical distribution; Logarithmic volume; Random determinant; Random simplex; Stochastic geometry in high dimensions;All these keywords.
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