Generalized variance statistic in the testing of hypothesis in complex multivariate Gaussian distributions

DOI10.1007/BF01198583MaRDI QIDQ1056492zbMATH OpenFDO

Authors M. Behara, N. C. Giri

Publication date 1983

Published in Archiv der Mathematik (Search for Journal in Brave)

zbMATH Keywords

generalized variancetwo-sided alternativescomplex multivariate Gaussian distributionslikelihood ratio test criterion

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Cites work

• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• A Significance Test for Component Analysis
• Alternative derivation of some complex multivariate distributions
• On the Complex Analogues of $T^2$- and $R^2$-Tests
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• The Distribution of the Determinant of a Complex Wishart Distributed Matrix

Cited in

(2)

• Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions
• Nonparametric test for the homogeneity of the overall variability

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