The distributions of the likelihood ratio statistics for tests of certain covariance structures of complex multivariate normal populations

DOI10.1093/BIOMET/63.3.543zbMATH Open0352.62058OpenAlexW2051832954MaRDI QIDQ4122655FDOQ4122655

Authors:

Publication date: 1976

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/63.3.543

Mathematics Subject Classification ID

Multivariate analysis (62H99) Markov processes: estimation; hidden Markov models (62M05)

Cited In (7)

• Near-exact distributions for the likelihood ratio test statistic for testing multisample independence -- the real and complex cases
• The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting
• Some complex matrix-variate statistical distributions on rectangular matrices
• Asymptotic distributions of the sphericity test in a complex multivariate normal distribution
• On the maximal domain of attraction of Tracy-Widom distribution for Gaussian unitary ensembles
• On the distribution of linear functions of independent \(F\) and \(U\) variates
• Asymptotic distributions of the likelihood ratio test statistics for covariance structures of the complex multivariate normal distributions

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