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

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

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

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

independence; characteristic function; quadratic forms; goodness-of-fit test; complex multinormal distribution; complex normality test; complex random vectors; fMRI

Mathematics Subject Classification ID

62H15: Hypothesis testing in multivariate analysis

62H05: Characterization and structure theory for multivariate probability distributions; copulas

60E05: Probability distributions: general theory

Uses Software

• R