Asymptotic distributions of the sphericity test in a complex multivariate normal distribution (Q3662432): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distributions of the sphericity test in a complex multivariate normal distribution |
scientific article |
Statements
Asymptotic distributions of the sphericity test in a complex multivariate normal distribution (English)
0 references
1983
0 references
complex multivariate normal distribution
0 references
likelihood ratio criterion
0 references
null distribution
0 references
non-null distribution
0 references
beta distribution
0 references
multivariate time series
0 references
testing sphericity
0 references
