Estimating complex covariance by observing two variables at a time

DOI10.1007/s10114-012-0076-5OpenAlexW2066322168MaRDI QIDQ1757926

Christopher S. Withers, O. Nørkli, Raviv Raich, Saralees Nadarajah

Publication date: 7 November 2012

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-012-0076-5

zbMATH Keywords

maximum likelihood estimatecircular normalcomplex varianceempirical estimate

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• The multivariate distribution of complex normal variables
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
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