The multivariate distribution of complex normal variables

Cited in

(42)

Complex bimatrix variate generalised beta distributions
The inverted complex Wishart distribution and its application to spectral estimation
Distributions of the largest latent root of the multivariate complex Gaussian distribution
Some recent developments on complex multivariate distributions
Alternative derivation of some complex multivariate distributions
Expectations of useful complex Wishart forms
Estimating complex covariance by observing two variables at a time
Complex uncertain random variables
On detection of the number of signals in presence of white noise
On detection of the number of signals when the noise covariance matrix is arbitrary
Moments of the complex multivariate normal distribution
Spherical ensembles
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
Multivariate nonparametric test of independence
On Riesz distribution
The dual multivariate Charlier and Edgeworth expansions
Monotonicity of the power functions of some tests of hypotheses concerning multivariate complex normal distributions
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
Some complex matrix-variate statistical distributions on rectangular matrices
Non-stationary cross-covariance models for multivariate processes on a globe
A Bayesian variable selection approach yields improved detection of brain activation from complex-valued fMRI
Affinity between complex distribution functions
Computationally efficient estimators for sequential and resolution-limited inverse problems
Asymptotic distributions of the sphericity test in a complex multivariate normal distribution
Fisher information, prior probabilities, and the state determination of spin-1/2 and spin-1 systems
Moments and cumulants for the complex Wishart
The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution
Invariant Theory and Scaling Algorithms for Maximum Likelihood Estimation
Hybrid-basis inference for large-scale galaxy clustering: combining spherical and Cartesian Fourier analyses
On characterizing the complex Wishart distribution
Multitude of multivariatet-distributions
On Wishart distribution: some extensions
The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution
The distribution of the sample correlation from a complex normal
Expectations of functions of complex Wishart matrix
A bridge between invariant theory and maximum likelihood estimation
Simultaneous confidence regions for the difference between two multivariate complex normal means
On the frequency domain composite likelihood methods for estimating space-time covariance functions for large datasets
Complete collineations for maximum likelihood estimation
General canonical correlations with applications to group symmetry models

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