Linear and graphical models for the multivariate complex normal distribution
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Publication:1895315
zbMath0834.62043MaRDI QIDQ1895315
Malene Højbjerre, Heide Andersen, Dorte Sørensen, Paul Eriksen
Publication date: 15 August 1995
Published in: Lecture Notes in Statistics (Search for Journal in Brave)
linear modelsorthogonal projectionscomplex matricesconditional independenceundirected graphical modelscomplex Wishart distributioncomplex U-distributionmultivariate complex distributionsmultivariate complex normal distribution
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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