Covariance hypothesis which are linear in both the covariance and the inverse covariance
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Publication:1107929
DOI10.1214/aos/1176350707zbMath0653.62042OpenAlexW2050026105MaRDI QIDQ1107929
Publication date: 1988
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350707
maximum likelihood estimatesClifford algebraJordan algebrasmultivariate normal distributionnormal distributionslikelihood ratio test statisticsquaternion structureinverse covariancecovariance hypotheses
Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Analysis of variance and covariance (ANOVA) (62J10)
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