Some recent developments on complex multivariate distributions
From MaRDI portal
Publication:1238380
DOI10.1016/0047-259X(76)90017-8zbMath0358.62040MaRDI QIDQ1238380
Publication date: 1976
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Inference from stochastic processes and spectral analysis (62M15)
Related Items
Test for generalized variance in signal processing, Complex elliptically symmetric distributions, On characterizing the complex Wishart distribution, Expectations of functions of complex Wishart matrix, The inverted complex Wishart distribution and its application to spectral estimation, On the maximal domain of attraction of Tracy-Widom distribution for Gaussian unitary ensembles, Asymptotic distributions of the likelihood ratio test statistics for covariance structures of the complex multivariate normal distributions, Bayes estimation of number of signals, Distributions of the Largest Singular Values of Skew-Symmetric Random Matrices and their Applications to Paired Comparisons, Generalized Hypergeometric Functions and Exact Distributions of Test Statistics, Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution, Improved estimates for multivariate complex-normal regression with application to analysis of linear time-invariant relation-ships, Modal identification of a high-rise building subjected to a landfall typhoon via both deterministic and Bayesian methods, On detection of the number of signals in presence of white noise, On detection of the number of signals when the noise covariance matrix is arbitrary, Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series, Asymptotic distributions of the sphericity test in a complex multivariate normal distribution, Classical statistical analysis based on a certain hypercomplex multivariate normal distribution, Two testing problems relating the real and complex multivariate normal distributions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bessel functions of matrix argument
- Zonal polynomials of the real positive definite symmetric matrices
- On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix
- Simultaneous tests for equality of latent roots against certain alternatives. II
- An approximation to the distribution of the largest root of a matrix in the complex Gaussian case
- Non-central distributions of ith largest characteristic roots of three matrices concerning complex multivariate normal populations
- Simultaneous tests for equality of latent roots against certain alternatives. I
- Distribution of Wilk's likelihood-ratio criterion in the complex case
- An approximation to the distribution of the largest root of a complex Wishart matrix
- The multivariate distribution of complex normal variables
- Tests of Multiple Independence and the Associated Confidence Bounds
- The characteristic function of Hermitian quadratic forms in complex normal variables
- Exact distribution of sphericity criterion in the complex case and its percentage points
- On the Independence of k Sets of Normally Distributed Statistical Variables
- On the Distribution of Some Statistics Useful in the Analysis of Jointly Stationary Time Series
- Distribution of the Largest or the Smallest Characteristic Root Under Null Hypothesis Concerning Complex Multivariate Normal Populations
- On the Complex Analogues of $T^2$- and $R^2$-Tests
- A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution
- Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
- COMPLEX ANALOGUES OF SOME CLASSICAL NONCENTRAL MULTIVARIATE DISTRIBUTIONS
- Simultaneous Tests for the Equality of Covariance Matrices Against Certain Alternatives
- A NOTE ON CONFIDENCE BOUNDS FOR CERTAIN RATIOS OF CHARACTERISTIC ROOTS OF COVARIANCE MATRICES
- Some Distribution Problems in the Multivariate Complex Gaussian Case
- On the Distribution of the Sphericity Test Criterion in Classical and Complex Normal Populations Having Unknown Covariance Matrices
- EXACT DISTRIBUTIONS OF A FEW ARBITRARY ROOTS OF SOME COMPLEX RANDOM MATRICES1
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
- The Distribution of the Determinant of a Complex Wishart Distributed Matrix
- On the Complex Wishart Distribution
- A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA