On the real representation of quaternion random variables

DOI10.1080/02331888.2012.695376MaRDI QIDQ2863102zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 412096 (Why is no real title available?)
• scientific article; zbMATH DE number 1234098 (Why is no real title available?)
• scientific article; zbMATH DE number 2174437 (Why is no real title available?)
• Asymptotic distributions of likelihood ratio criteria for two testing problems
• Classical statistical analysis based on a certain hypercomplex multivariate normal distribution
• Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components
• Invariant normal models
• Matrix models for beta ensembles
• Q Generalized Sverdrup's Lemma
• Quaternions and matrices of quaternions
• The Density Functions of the Singular Quaternion Normal Matrix and the Singular Quaternion Wishart Matrix
• The beta-Jacobi matrix model, the CS decomposition, and generalized singular value problems
• Zonal Polynomials and Hypergeometric Functions of Quaternion Matrix Argument

Cited in

(13)

• Random Vectors with Values in Quaternion Hilbert Spaces
• Duality of real and quaternionic random matrices
• Statistical analysis based on quaternion normal random variables
• On a problem concerning quaternion valued Gaussian random variables
• Integral representation of quaternion elliptical density and its applications
• Zonal Polynomials and Hypergeometric Functions of Quaternion Matrix Argument
• A quaternion clustering framework
• A real quaternion spherical ensemble of random matrices
• Noncentral quaternion \(\chi^2,t,F\) distribution and their property
• scientific article; zbMATH DE number 1559287 (Why is no real title available?)
• Properness and Widely Linear Processing of Quaternion Random Vectors
• Augmented second-order statistics of quaternion random signals
• Quaternion Gaussian random variables

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