Asymptotic distributions of the sphericity test in a complex multivariate normal distribution (Q3662432): Difference between revisions

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Latest revision as of 09:36, 14 June 2024

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Asymptotic distributions of the sphericity test in a complex multivariate normal distribution
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    Asymptotic distributions of the sphericity test in a complex multivariate normal distribution (English)
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    1983
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    complex multivariate normal distribution
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    likelihood ratio criterion
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    null distribution
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    non-null distribution
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    beta distribution
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    multivariate time series
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    testing sphericity
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