On non-null distributions connected with testing that a real normal distribution is complex

DOI10.1016/0047-259X(90)90086-WzbMATH Open0689.62037MaRDI QIDQ581963FDOQ581963

Authors: Aksel Bertelsen 

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Recommendations

• On non-null distributions connected with testing reality of a complex normal distribution
• Two testing problems relating the real and complex multivariate normal distributions
• The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution
• scientific article; zbMATH DE number 3951807
• scientific article; zbMATH DE number 1507883
• The real-complex normal distribution
• NONNULL DISTRIBUTION OF LIKELIHOOD RATIO CRITERION FOR TESTING MULTISAMPLE SPHERICITY IN THE COMPLEX CASE
• The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution
• scientific article; zbMATH DE number 733880

zbMATH Keywords

hypergeometric functionscomplexmaximal invariantzonal polynomialsasymptotic non-null distributionreal normal distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Distribution of eigenvalues in multivariate statistical analysis
• Invariant normal models
• Some Non-Central Distribution Problems in Multivariate Analysis
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• Title not available (Why is that?)
• Inference in canonical correlation analysis
• On non-null distributions connected with testing reality of a complex normal distribution
• Zonal polynomials: an alternative approach
• Two testing problems relating the real and complex multivariate normal distributions

Cited In (1)

• On non-null distributions connected with testing reality of a complex normal distribution

This page was built for publication: On non-null distributions connected with testing that a real normal distribution is complex

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q581963)