A test for the independence of two Gaussian processes

DOI10.1016/0047-259X(84)90028-9zbMATH Open0555.62070MaRDI QIDQ760741FDOQ760741

Christopher S. Withers

Publication date: 1984

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

zbMATH Keywords

likelihood ratio testunbiased estimatecanonical correlationstesting independencezero mean bivariate Gaussian process

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Gaussian processes (60G15) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Linear Statistical Inference and its Applications
• Accurate confidence intervals for distributions with one parameter
• Fredholm theory for arbitrary measure spaces

Cited In (2)

• An equality test for variances of two complex correlated Gaussian processes
• Title not available (Why is that?)

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