Generalized variance statistic in the testing of hypothesis in complex multivariate Gaussian distributions

DOI10.1007/BF01198583zbMath0523.62054MaRDI QIDQ1056492

M. Behara, N. C. Giri

Publication date: 1983

Published in: Archiv der Mathematik (Search for Journal in Brave)

zbMATH Keywords

generalized variancetwo-sided alternativescomplex multivariate Gaussian distributionslikelihood ratio test criterion

Mathematics Subject Classification ID

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

Related Items (2)

Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions ⋮ Nonparametric test for the homogeneity of the overall variability

Cites Work

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• Alternative derivation of some complex multivariate distributions
• On the Complex Analogues of $T^2$- and $R^2$-Tests
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• The Distribution of the Determinant of a Complex Wishart Distributed Matrix
• A Significance Test for Component Analysis

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