Two testing problems relating the real and complex multivariate normal distributions

DOI10.1016/0047-259X(84)90065-4zbMATH Open0544.62052MaRDI QIDQ796933FDOQ796933

Steen A. Andersson, Michael D. Perlman

Publication date: 1984

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

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zbMATH Keywords

likelihood ratio testsunbiasednessadmissibilitycomplete classescomplex normal distributionlocally most powerful invariant testmaximal invariant statisticstesting for complex structuretesting for reality

Mathematics Subject Classification ID

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

Cites Work

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• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
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• Admissible Tests in Multivariate Analysis of Variance
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• A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution
• Nonnull distribution of likelihood ratio criterion for reality of covariance matrix
• Asymptotic nonnull distributions for tests for reality of a covariance matrix
• Admissible Bayes Character of $T^2-, R^2-$, and Other Fully Invariant Tests for Classical Multivariate Normal Problems
• Locally Minimax Tests

Cited In (11)

• Classical statistical analysis based on a certain hypercomplex multivariate normal distribution
• Symmetry and lattice conditional independence in a multivariate normal distribution
• The multivariate complex normal distribution-a generalization
• Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss
• On non-null distributions connected with testing that a real normal distribution is complex
• A numerical procedure for finding the positive definite matrix closest to a patterned matrix
• On non-null distributions connected with testing reality of a complex normal distribution
• A condition for null robustness
• Tests for circular symmetry of complex-valued random vectors
• Asymptotic Distributions of Test Statistics for Matrices Concerning Elliptical Distributions
• Entropy inequalities for some multivariate distributions

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