Improved estimates for multivariate complex-normal regression with application to analysis of linear time-invariant relation-ships

DOI10.1016/0047-259X(77)90063-XzbMath0382.62074MaRDI QIDQ1247711

Jostein Lillestøl

Publication date: 1977

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

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Improved estimates for multivariate complex-normal regression with application to analysis of linear time-invariant relation-ships

Cites Work

• Some recent developments on complex multivariate distributions
• Improved estimates for multivariate complex-normal regression with application to analysis of linear time-invariant relation-ships
• Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
• Some remarks on normal multivariate regression
• An Algorithm for the Machine Calculation of Complex Fourier Series
• On the Admissibility of Invariant Estimators of One or More Location Parameters
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
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