On the real representation of quaternion random variables

DOI10.1080/02331888.2012.695376zbMATH Open1440.62198OpenAlexW1991805138MaRDI QIDQ2863102FDOQ2863102

Authors: Mattheüs T. Loots, A. Bekker, M. Arashi, J. J. J. Roux 

Publication date: 21 November 2013

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2263/19213

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zbMATH Keywords

characteristic functionMeijer's \(G\)-functionreal representationWilks' statisticmatrix-variate quaternion normal distributionquaternion Wishart distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Cites Work

• Matrix models for beta ensembles
• Invariant normal models
• Title not available (Why is that?)
• Quaternions and matrices of quaternions
• Title not available (Why is that?)
• Title not available (Why is that?)
• The beta-Jacobi matrix model, the CS decomposition, and generalized singular value problems
• Zonal Polynomials and Hypergeometric Functions of Quaternion Matrix Argument
• Classical statistical analysis based on a certain hypercomplex multivariate normal distribution
• Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components
• Asymptotic distributions of likelihood ratio criteria for two testing problems
• The Density Functions of the Singular Quaternion Normal Matrix and the Singular Quaternion Wishart Matrix
• Q Generalized Sverdrup's Lemma

Cited In (13)

• A real quaternion spherical ensemble of random matrices
• Duality of real and quaternionic random matrices
• On a problem concerning quaternion valued Gaussian random variables
• Integral representation of quaternion elliptical density and its applications
• Noncentral quaternion \(\chi^2,t,F\) distribution and their property
• A quaternion clustering framework
• Statistical analysis based on quaternion normal random variables
• Quaternion Gaussian random variables
• Properness and Widely Linear Processing of Quaternion Random Vectors
• Augmented second-order statistics of quaternion random signals
• Title not available (Why is that?)
• Random Vectors with Values in Quaternion Hilbert Spaces
• Zonal Polynomials and Hypergeometric Functions of Quaternion Matrix Argument

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