Distribution of eigenvalues in multivariate statistical analysis

DOI10.1214/aos/1176346149zbMath0517.62053OpenAlexW2065711725MaRDI QIDQ1053394

Hans K. Brons, Steen Arne Andersson, Søren Tolver Jensen

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346149

zbMATH Keywords

invariant measurescomplex structuremaximum likelihood estimatorsreal structuredistribution of eigenvalueslikelihood ratio test statisticsquaternion structuremaximal invariant statisticstructure of covariance matrices

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Foundations and philosophical topics in statistics (62A01)

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