Complex elliptically symmetric distributions

DOI10.1080/03610928608829341MaRDI QIDQ3746687zbMATH OpenOpenAlexFDO

Authors P. R. Krishnaiah, Jugan Lin

Publication date 1986

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928608829341

zbMATH Keywords

complex multivariate normalcomplex multivariate t distributionscomplex random vectorsdistributions of quadratic formselliptical distributionRobustnessspherical distributionsymmetric distributionstest procedurestime series

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Robustness and adaptive procedures (parametric inference) (62F35) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 3502569 (Why is no real title available?)
• Locally Best Invariant Test for Sphericity and the Limiting Distributions
• Metric spaces and completely monontone functions
• Nonnull and optimality robustness of some tests
• On the theory of elliptically contoured distributions
• Some recent developments on complex multivariate distributions
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)

Cited in

(14)

• On generation of elliptical distributions with Gaussian form covariance matrix
• Testing for affine equivalence of elliptically symmetric distributions.
• Polar angle tangent vectors follow Cauchy distributions under spherical symmetry
• Improving on the sample covariance matrix for a complex elliptically contoured distribution
• Complex elliptical distributions with application to shape analysis
• Influential observation in complex normal data for problems in allometry
• A Representation for Ellipsoidal Distributions
• Elliptically contoured model and factorization of wllks¹A
• On the distribution of linear combinations of the components of a Dirichlet random vector
• Complex Elliptically Symmetric Distributions: Survey, New Results and Applications
• Elliptically symmetric distributions of elevation gradients and the distribution of topographic aspect
• Quadratic forms in spherical random variables: Generalized noncentral x2 distribution
• Separation theorem for independent subspace analysis and its consequences
• A class of spherical and elliptical distributions with Gaussian-like limit properties

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