The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting (Q2351821): Difference between revisions

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The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting
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    The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting (English)
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    26 June 2015
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    covariance matrix
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    equality of covariance matrices
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    equality of mean vectors
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    Fourier transforms
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    generalized integer gamma (GIG) distribution
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    generalized near-integer gamma (GNIG) distribution
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    independence
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    mixtures
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    expected value matrix
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    sphericity
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    statistical distributions (distribution functions)
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