The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting (Q2351821)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting |
scientific article |
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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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