Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution

Cited in

(61)

Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
Complex bimatrix variate generalised beta distributions
The inverted complex Wishart distribution and its application to spectral estimation
Some complex variable transformations and exact power comparisons of two- sided tests of equality of two Hermitian covariance matrices
The distribution of the characteristic roots of \(S_ 1 S_ 2^{-1}\) under violations in the complex case and power comparisons of four tests
On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix
On the distribution of the latent roots of a complex Wishart matrix (non- central case)
On the distribution of the multivariate quadratic form in multivariate normal samples
The asymptotic distributions of the statistics based on the complex Gaussian distribution
Nonnull distribution of likelihood ratio criterion for reality of covariance matrix
Some recent developments on complex multivariate distributions
On the complex analogue of Bayesian estimation of a multivariate regression model
Some distributions of the latent roots of a complex Wishart matrix variate
Partial differential equations for hypergeometric functions of complex argument matrices and their applications
Expectations of useful complex Wishart forms
Characterization of the Jørgensen set in generalized linear models
Random matrices with complex Gaussian entries
Wishart distributions on homogeneous cones
Symmetry and lattice conditional independence in a multivariate normal distribution
Spherical ensembles
Near-exact distributions for the likelihood ratio test statistic for testing multisample independence -- the real and complex cases
The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting
Matrix measures, random moments, and Gaussian ensembles
Improving on the sample covariance matrix for a complex elliptically contoured distribution
Asymptotic normality for traces of polynomials in independent complex Wishart matrices
Some aspects of analysis of variances and covariance theory for a certain multivariate complex Gaussian distribution
On the moments of elementary symmetric functions of the roots of two matrices
Non-central distributions of ith largest characteristic roots of three matrices concerning complex multivariate normal populations
Asymptotic expansions of the non-null distributions of two criteria for the linear hypotheses concerning complex multivariate normal populations
Principal components analysis in the complex case
Distribution of Wilk's likelihood-ratio criterion in the complex case
An approximation to the distribution of the largest root of a complex Wishart matrix
Some complex matrix-variate statistical distributions on rectangular matrices
The distribution of the non-central Wilks statistic in the complex case
On the distribution of matrix quadratic forms
On the Moments and Density Function of Hotelling’s Trace and other Test Criteria Concerning Test of Independence Under Violation in the Complex Case
Asymptotic nonnull distribution of likelihood ratio statistic for testing homogeneity of complex multivariate gaussian populations
A class of integral identities with Hermitian matrix argument
Estimation of multivariate complex normal covariance matrices under an invariant quadratic loss
Asymptotic distributions of the sphericity test in a complex multivariate normal distribution
On confidence regions for the mean of a multivariate time series
A TEST FOR LINEARITY OF STATIONARY TIME SERIES
The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution
On a test for reality of the covariance matrix in a complex gaussian distribution
On characterizing the complex Wishart distribution
On Wishart distribution: some extensions
Generalized Inverse and Confidence Estimation by Least Squares Method
Generalized Hypergeometric Functions and Exact Distributions of Test Statistics
The Moment Generating Function of Pillai’s Criterion Concerning Three Hypotheses Under Violations in the Complex case
Large deviations and a new sum rule for spectral matrix measures of the Jacobi ensemble
The Wishart distribution on symmetric cones
Expectations of functions of complex Wishart matrix
Properties of the complex bimatrix variate beta distribution
When do the moments uniquely identify a distribution
Simultaneous confidence regions for the difference between two multivariate complex normal means
Large deviations for random matricial moment problems
Classical statistical analysis based on a certain hypercomplex multivariate normal distribution
Two testing problems relating the real and complex multivariate normal distributions
Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss
Elliptical affine shape distributions for real normed division algebras
Precise asymptotics for random matrices and random growth models

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