Pages that link to "Item:Q5734817"
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The following pages link to Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction) (Q5734817):
Displayed 27 items.
- Some aspects of analysis of variances and covariance theory for a certain multivariate complex Gaussian distribution (Q2531420) (← links)
- Minimax character of the complex analog of the \(T^2\)-test (Q2540663) (← links)
- Monotonicity of the power functions of some tests of hypotheses concerning multivariate complex normal distributions (Q2548142) (← links)
- Testing a complex linear hypothesis with unknown observation weights (Q2551301) (← links)
- Non-central distributions of ith largest characteristic roots of three matrices concerning complex multivariate normal populations (Q2554934) (← links)
- Asymptotic expansions of the non-null distributions of two criteria for the linear hypotheses concerning complex multivariate normal populations (Q2559119) (← links)
- Principal components analysis in the complex case (Q2559121) (← links)
- Distribution of Wilk's likelihood-ratio criterion in the complex case (Q2559890) (← links)
- An approximation to the distribution of the largest root of a complex Wishart matrix (Q2561076) (← links)
- Testing some covariance structures under a growth curve model (Q2561812) (← links)
- Some complex matrix-variate statistical distributions on rectangular matrices (Q2575709) (← links)
- The distributions of some statistics associated with two multivariate hypotheses under violations in the complex case (Q3135292) (← links)
- Asymptotic expansions of the non-central distribution of milks1 statistic in the complex gaussian case (Q3345609) (← links)
- Affinity between complex distribution functions (Q3357362) (← links)
- Estimation of Multivariate Complex Normal Covariance Matrices Under an Invariant Quadratic Loss (Q3585252) (← links)
- Asymptotic distributions of the sphericity test in a complex multivariate normal distribution (Q3662432) (← links)
- Complex elliptically symmetric distributions (Q3746687) (← links)
- Estimation Of Paramters Of A Multivatiate Moving Average Model From Estimates Of The Inverse Autocovariance Function (Q3746731) (← links)
- Some statistical inferences on O-U processes (Q3876871) (← links)
- Exact distribution of Wilks' l<sub>Vc</sub>criterion and its percentage points in the complex case (Q3966932) (← links)
- Isolating constants of motion for the homogeneous turbulence of two and three dimensions (Q4082456) (← links)
- On a test for reality of the covariance matrix in a complex gaussian distribution (Q4772010) (← links)
- Complex Wishart matrices and conductance in mesoscopic systems: Exact results (Q4837159) (← links)
- Multitude of multivariate<i>t</i>-distributions (Q5312726) (← links)
- Generalized Inverse and Confidence Estimation by Least Squares Method (Q5598051) (← links)
- Some variants of chi-square for testing uniformity on the circle (Q5618831) (← links)
- Some variants of chi-square for testing uniformity on the circle (Q5631883) (← links)