Two testing problems relating the real and complex multivariate normal distributions
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Publication:796933
DOI10.1016/0047-259X(84)90065-4zbMath0544.62052MaRDI QIDQ796933
Michael D. Perlman, Steen Arne Andersson
Publication date: 1984
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
unbiasedness; likelihood ratio tests; admissibility; complete classes; complex normal distribution; locally most powerful invariant test; maximal invariant statistics; testing for complex structure; testing for reality
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