Linear and graphical models for the multivariate complex normal distribution

zbMath0834.62043MaRDI QIDQ1895315

Malene Højbjerre, Heide Andersen, Dorte Sørensen, Paul Eriksen

Publication date: 15 August 1995

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

zbMATH Keywords

linear modelsorthogonal projectionscomplex matricesconditional independenceundirected graphical modelscomplex Wishart distributioncomplex U-distributionmultivariate complex distributionsmultivariate complex normal distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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