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    Statements

    1983
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    multiple time series
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    frequency domain
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    complex Wishart matrix
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    distribution of the determinant of the complex multivariate beta matrix
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    likelihood ratio test
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    hypothesis of multiple independence
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    hypothesis of sphericity
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    homogeneity of the covariance matrices
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    homogeneity of several complex multivariate normal populations
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    covariance matrix
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    mean vector
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