A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution

From MaRDI portal
Publication:5508038

DOI10.1214/aoms/1177700275zbMath0135.19505OpenAlexW1992749510MaRDI QIDQ5508038

Chinubal G. Khatri

Publication date: 1965

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177700275




Related Items (19)

Orthogonally invariant estimation of the skew-symmetric normal mean matrixThe Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal DistributionRotary components, random ellipses and polarization: a statistical perspectiveAsymptotic normality for traces of polynomials in independent complex Wishart matricesDistributions of the Largest Singular Values of Skew-Symmetric Random Matrices and their Applications to Paired ComparisonsGeneral canonical correlations with applications to group symmetry modelsWishart distributions on homogeneous conesAsymptotic Distributions of Test Statistics for Matrices Concerning Elliptical DistributionsGeneralized Hypergeometric Functions and Exact Distributions of Test StatisticsNonnull distribution of likelihood ratio criterion for reality of covariance matrixSome recent developments on complex multivariate distributionsAsymptotic nonnull distributions for tests for reality of a covariance matrixSymmetry and lattice conditional independence in a multivariate normal distributionPrincipal components analysis in the complex caseAn approximation to the distribution of the largest root of a complex Wishart matrixA condition for null robustnessTwo testing problems relating the real and complex multivariate normal distributionsThe distributions of some statistics associated with two multivariate hypotheses under violations in the complex caseOn a test for reality of the covariance matrix in a complex gaussian distribution




This page was built for publication: A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution