Asymptotic nonnull distributions for tests for reality of a covariance matrix

DOI10.1016/0047-259X(78)90024-6zbMath0385.62032OpenAlexW1979701669MaRDI QIDQ1249400

Edward M. Carter, Muni S. Srivastava

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1016/0047-259x(78)90024-6

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items (1)

Two testing problems relating the real and complex multivariate normal distributions

Cites Work

• Nonnull distribution of likelihood ratio criterion for reality of covariance matrix
• A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution
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