On a test of sphericity structure for a complex covariance matrix
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Publication:1837498
zbMath0507.62051MaRDI QIDQ1837498
B. N. Nagarsenker, P. B. Nagarsenker
Publication date: 1981
Published in: Metron (Search for Journal in Brave)
momentslikelihood ratio criterionpercentage pointsBox seriescomplex normal multivariate covariance matrixtest of sphericity structure
Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15)