Complex elliptically symmetric distributions

DOI10.1080/03610928608829341zbMath0607.62052OpenAlexW2061811442MaRDI QIDQ3746687

Jugan Lin, P. R. Krishnaiah

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829341

zbMATH Keywords

time seriesRobustnesscomplex random vectorselliptical distributionspherical distributionsymmetric distributionsdistributions of quadratic formstest procedurescomplex multivariate normalcomplex multivariate t distributions

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Robustness and adaptive procedures (parametric inference) (62F35) Probability distributions: general theory (60E05)

Related Items

On the distribution of linear combinations of the components of a Dirichlet random vector, Improving on the sample covariance matrix for a complex elliptically contoured distribution, Separation theorem for independent subspace analysis and its consequences, Elliptically contoured model and factorization of wllks¹A, Complex elliptical distributions with application to shape analysis, Influential observation in complex normal data for problems in allometry

Cites Work

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• Nonnull and optimality robustness of some tests
• On the theory of elliptically contoured distributions
• Some recent developments on complex multivariate distributions
• Metric spaces and completely monontone functions
• Locally Best Invariant Test for Sphericity and the Limiting Distributions
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)