On a test for reality of the covariance matrix in a complex gaussian distribution
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Publication:4772010
DOI10.1080/00949657308810059zbMath0284.62025MaRDI QIDQ4772010
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
62H10: Multivariate distribution of statistics
62H15: Hypothesis testing in multivariate analysis
62Q05: Statistical tables
Related Items
Generalized Hypergeometric Functions and Exact Distributions of Test Statistics, Asymptotic nonnull distribution of likelihood ratio statistic for testing homogeneity of complex multivariate gaussian populations
Cites Work
- A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution
- Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
- On the exact distribution of Wilks's criterion
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)