The asymptotic distributions of the statistics based on the complex Gaussian distribution

DOI10.1007/BF02479753zbMath0317.62032OpenAlexW2050404924MaRDI QIDQ1221994

Takesi Hayakawa

Publication date: 1972

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02479753

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Approximation by polynomials (41A10)

Related Items

Asymptotic distributions of the likelihood ratio test statistics for covariance structures of the complex multivariate normal distributions ⋮ An asymptotic expansion for the distribution of the determinant of a multivariate quadratic form in a normal sample ⋮ Asymptotic nonnull distribution of likelihood ratio statistic for testing homogeneity of complex multivariate gaussian populations ⋮ Partial differential equations for hypergeometric functions of complex argument matrices and their applications ⋮ Asymptotic distributions of the sphericity test in a complex multivariate normal distribution ⋮ Some complex matrix-variate statistical distributions on rectangular matrices ⋮ Complex generalized binomial coefficients

Cites Work

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• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)