Generalized variance statistic in the testing of hypothesis in complex multivariate Gaussian distributions
From MaRDI portal
Publication:1056492
DOI10.1007/BF01198583zbMath0523.62054MaRDI QIDQ1056492
Publication date: 1983
Published in: Archiv der Mathematik (Search for Journal in Brave)
generalized variance; two-sided alternatives; complex multivariate Gaussian distributions; likelihood ratio test criterion
Cites Work
- 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
- A Significance Test for Component Analysis
- Unnamed Item