Two testing problems relating the real and complex multivariate normal distributions

likelihood ratio tests unbiasedness admissibility complete classes complex normal distribution locally most powerful invariant test maximal invariant statistics testing for complex structure testing for reality

Mathematics Subject Classification ID

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

Recommendations

ON TESTING STRUCTURE OF COVARIANCE MATRIX AND MEAN VECTOR OF A COMPLEX MULTIVARIATE GAUSSIAN MODEL
On non-null distributions connected with testing reality of a complex normal distribution
scientific article; zbMATH DE number 3854216
scientific article; zbMATH DE number 733880
scientific article; zbMATH DE number 4032833

Cites work

scientific article; zbMATH DE number 3138903 (Why is no real title available?)
scientific article; zbMATH DE number 3136275 (Why is no real title available?)
scientific article; zbMATH DE number 3301947 (Why is no real title available?)
scientific article; zbMATH DE number 3417266 (Why is no real title available?)
scientific article; zbMATH DE number 3067111 (Why is no real title available?)
A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution
Admissible Bayes Character of $T^2-, R^2-$, and Other Fully Invariant Tests for Classical Multivariate Normal Problems
Admissible Tests in Multivariate Analysis of Variance
Asymptotic nonnull distributions for tests for reality of a covariance matrix
Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
Distinctness of the eigenvalues of a quadratic form in a multivariate sample
Distribution of eigenvalues in multivariate statistical analysis
Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
Distributions of maximal invariants using quotient measures
Invariant normal models
Locally Minimax Tests
Nonnull distribution of likelihood ratio criterion for reality of covariance matrix
ON THE DISTRIBUTION OF ROOTS OF CERTAIN DETERMINANTAL EQUATIONS
On convexity of measures
Some recent developments on complex multivariate distributions
Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
Unbiasedness of invariant tests for MANOVA and other multivariate problems
Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations

Cited in

(12)

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
The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution
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

This page was built for publication: Two testing problems relating the real and complex multivariate normal distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q796933)