Covariance hypothesis which are linear in both the covariance and the inverse covariance

DOI10.1214/AOS/1176350707zbMath0653.62042OpenAlexW2050026105MaRDI QIDQ1107929

Søren Tolver Jensen

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350707

zbMATH Keywords

maximum likelihood estimatesClifford algebraJordan algebrasmultivariate normal distributionnormal distributionslikelihood ratio test statisticsquaternion structureinverse covariancecovariance hypotheses

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Analysis of variance and covariance (ANOVA) (62J10)

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