On non-null distributions connected with testing reality of a complex normal distribution

DOI10.1214/aos/1176347152zbMath0672.62067OpenAlexW2018554093MaRDI QIDQ1120228

Aksel Bertelsen

Publication date: 1989

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347152

zbMATH Keywords

Hermitian matricesseries expansiongroup representationsfunctionszonal polynomialsmaximal invariantSchurnon-null distributiontesting for realitycovariance matrix of a complex multivariate normal distributionintegrals over the orthogonal grouppolynomials of a skew-symmetric matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Foundations and philosophical topics in statistics (62A01)

Related Items (2)

On non-null distributions connected with testing that a real normal distribution is complex ⋮ Symmetry and lattice conditional independence in a multivariate normal distribution

This page was built for publication: On non-null distributions connected with testing reality of a complex normal distribution