Test for a specified signal when the noise covariance matrix is unknown

DOI10.1016/0047-259X(87)90084-4zbMath0637.62055MaRDI QIDQ1098520

C. Radhakrishna Rao, Chinubal G. Khatri

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

conditional testsspherical distributionWishart distributionsnull robustnessHotelling T-square testStudent tp-variate normalcomplex p- variate normalRao U-statistic

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Related Items (5)

Detecting Multiple Targets Simultaneously atkSites ⋮ A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers ⋮ A Selection Procedure for the Number of Signals in Presence of Colored Noise ⋮ Antieigenvalues provide a bound on realized signal to noise ratio ⋮ Screening among multivariate normal data

Cites Work

• Linear Statistical Inference and its Applications
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Test for a specified signal when the noise covariance matrix is unknown