scientific article; zbMATH DE number 3903766

zbMATH Open0566.62040MaRDI QIDQ3681748FDOQ3681748

Authors: Willem J. Conradie, C. G. Troskie 

Publication date: 1984

Title of this publication is not available (Why is that?)

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zbMATH Keywords

characteristic rootsdensity functioncommon covariance matrixjoint probability densitypositive definite Hermitian matrixmultiple sumsarbitrary meanscomplex normal random vectorsmoments of det S

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Quadratic and bilinear forms, inner products (15A63)

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• Eigenvalue distributions for some correlated complex sample covariance matrices
• Lois de la somme de n vecteurs aléatoires et de leur formes quadratiques
• The multivariate complex normal distribution-a generalization
• On the noncentral distribution of the determinant of a complex Wishart matrix
• About the optimal density associated to the chiral index of a sample from a bivariate distribution
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