The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution

DOI10.1007/s10463-014-0486-5zbMath1440.62181OpenAlexW2028479624MaRDI QIDQ5963704

Bastien Marchina, Gilles R. Ducharme, Pierre Lafaye de Micheaux

Publication date: 23 February 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-014-0486-5

zbMATH Keywords

independencecharacteristic functionquadratic formsgoodness-of-fit testcomplex multinormal distributioncomplex normality testcomplex random vectorsfMRI

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items

Multivariate nonparametric test of independence, Tests for circular symmetry of complex-valued random vectors, Testing distributional assumptions using a continuum of moments

Uses Software

• R

Cites Work

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