Asymptotic distributions of the sphericity test in a complex multivariate normal distribution (Q3662432)
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scientific article; zbMATH DE number 3814755
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| English | Asymptotic distributions of the sphericity test in a complex multivariate normal distribution |
scientific article; zbMATH DE number 3814755 |
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Asymptotic distributions of the sphericity test in a complex multivariate normal distribution (English)
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1983
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complex multivariate normal distribution
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likelihood ratio criterion
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null distribution
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non-null distribution
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beta distribution
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multivariate time series
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testing sphericity
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