Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)

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Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
Complex bimatrix variate generalised beta distributions
Generalized variance statistic in the testing of hypothesis in complex multivariate Gaussian distributions
The role of powers of matrices in determining the distribution of quadratic forms involving the complex normal distribution
Estimation of structured covariances with application to array beamforming
On the detection of a signal in colored noise
On homogeneous stochastic processes on compact abelian groups
The inverted complex Wishart distribution and its application to spectral estimation
Some complex variable transformations and exact power comparisons of two- sided tests of equality of two Hermitian covariance matrices
On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix
On the distribution of the latent roots of a complex Wishart matrix (non- central case)
On the distribution of the multivariate quadratic form in multivariate normal samples
The asymptotic distributions of the statistics based on the complex Gaussian distribution
Distributions of the largest latent root of the multivariate complex Gaussian distribution
Nonnull distribution of likelihood ratio criterion for reality of covariance matrix
Some recent developments on complex multivariate distributions
On the complex analogue of Bayesian estimation of a multivariate regression model
Some distributions of the latent roots of a complex Wishart matrix variate
Partial differential equations for hypergeometric functions of complex argument matrices and their applications
Improved estimates for multivariate complex-normal regression with application to analysis of linear time-invariant relation-ships
Alternative derivation of some complex multivariate distributions
A wavelet regularization method for diffusion radar-target imaging and speckle noise reduction
Expectations of useful complex Wishart forms
Characterization of the Jørgensen set in generalized linear models
The complex Wishart distribution and the symmetric group
Random matrices with complex Gaussian entries
The distribution of Hermitian quadratic forms in elliptically contoured random vectors
Bayesian copula spectral analysis for stationary time series
Estimating complex covariance by observing two variables at a time
Wishart distributions on homogeneous cones
Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap
Complex uncertain random variables
Covariance structures for multidimensional data
Symmetry and lattice conditional independence in a multivariate normal distribution
Estimation and testing for lattice conditional independence models on Euclidean Jordan algebras
On detection of the number of signals in presence of white noise
Computationally efficient estimation of wave propagation functions from 1-D wave experiments on viscoelastic materials
Cramér-Rao bound for estimates of frequencies and damping factors of real superimposed signals with multiple poles in noise
Estimation of certain parameters of a stationary hybrid process involving a time series and a point process
Moments of the complex multivariate normal distribution
Spherical ensembles
On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis
Roy's largest root under rank-one perturbations: the complex valued case and applications
Integral transform methods in goodness-of-fit testing. II: The Wishart distributions
Modeling temporally uncorrelated components of complex-valued stationary processes
Laplace approximations for hypergeometric functions with Hermitian matrix argument
Automatic estimation of spatial spectra via smoothing splines
Narain transform for spectral deformations of random matrix models
Random fields and the enumerative geometry of lines on real and complex hypersurfaces
Near-exact distributions for the likelihood ratio test statistic for testing multisample independence -- the real and complex cases
The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting
A sparse recovery method for DOA estimation based on the sample covariance vectors
The distribution of cycles in breakpoint graphs of signed permutations
On Riesz distribution
Improving on the sample covariance matrix for a complex elliptically contoured distribution
Asymptotic normality for traces of polynomials in independent complex Wishart matrices
Improving estimation in speckled imagery
A trivariate chi-squared distribution derived from the complex Wishart distribution
Feature representation and discrimination based on Gaussian mixture model probability densities -- practices and algorithms
The rate of convergence for spectra of GUE and LUE matrix ensembles
Some aspects of analysis of variances and covariance theory for a certain multivariate complex Gaussian distribution
Minimax character of the complex analog of the T^2-test
Monotonicity of the power functions of some tests of hypotheses concerning multivariate complex normal distributions
Testing a complex linear hypothesis with unknown observation weights
Non-central distributions of ith largest characteristic roots of three matrices concerning complex multivariate normal populations
Asymptotic expansions of the non-null distributions of two criteria for the linear hypotheses concerning complex multivariate normal populations
Principal components analysis in the complex case
Distribution of Wilk's likelihood-ratio criterion in the complex case
An approximation to the distribution of the largest root of a complex Wishart matrix
Testing some covariance structures under a growth curve model
Some complex matrix-variate statistical distributions on rectangular matrices
Graph presentations for moments of noncentral Wishart distributions and their applications
The distribution of the non-central Wilks statistic in the complex case
Influential observation in complex normal data for problems in allometry
Rotary components, random ellipses and polarization: a statistical perspective
On \(\mathbb{E} \left[ \prod_{i=0}^k \operatorname{Tr}\{W^{m_i}\}\right]\), where \(W\sim \mathcal{W}_p(l,n)\)
Kibble-Slepian formula and generating functions for 2D polynomials
The distributions of some statistics associated with two multivariate hypotheses under violations in the complex case
On the zeta Mahler measure function of the Jacobian determinant, condition numbers and the height of the generic discriminant
On the distribution of matrix quadratic forms
Why Jordan algebras are natural in statistics: quadratic regression implies Wishart distributions
Asymptotic expansions of the non-central distribution of milks1 statistic in the complex gaussian case
Affinity between complex distribution functions
Estimation of multivariate complex normal covariance matrices under an invariant quadratic loss
Computationally efficient estimators for sequential and resolution-limited inverse problems
Asymptotic distributions of the sphericity test in a complex multivariate normal distribution
Complex elliptically symmetric distributions
Estimation Of Paramters Of A Multivatiate Moving Average Model From Estimates Of The Inverse Autocovariance Function
Some statistical inferences on O-U processes
Nonparametric estimation of means on Hilbert manifolds and extrinsic analysis of mean shapes of contours
Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions
Exact distribution of Wilks' l_Vccriterion and its percentage points in the complex case
A derivation of anti-Wishart distribution
Isolating constants of motion for the homogeneous turbulence of two and three dimensions
Moments and cumulants for the complex Wishart
Finiteness of inverse moments of (m,n,β)-Laguerre matrices
The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution
Imaging small polarizable scatterers with polarization data
Determining the probability of correct resolution of the left-right ambiguity in towed array sonar
Frequency domain sample maximum likelihood estimation for spatially dependent parameter estimation in PDEs

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