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The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution - MaRDI portal

The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution (Q4554537)

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scientific article; zbMATH DE number 6979564
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The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution
scientific article; zbMATH DE number 6979564

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    The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution (English)
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    14 November 2018
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    characteristic function
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    beta distribution
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    gamma distribution
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    small samples
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    quantiles
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