On a test for reality of the covariance matrix in a complex gaussian distribution

DOI10.1080/00949657308810059zbMATH Open0284.62025OpenAlexW1967932026MaRDI QIDQ4772010FDOQ4772010

Authors: Arjun K. Gupta 

Publication date: 1973

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949657308810059

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Statistical tables (62Q05)

Cites Work

• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• On the exact distribution of Wilks's criterion
• A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution

Cited In (2)

• Asymptotic nonnull distribution of likelihood ratio statistic for testing homogeneity of complex multivariate gaussian populations
• Generalized Hypergeometric Functions and Exact Distributions of Test Statistics

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