Laplace approximations for hypergeometric functions with Hermitian matrix argument

DOI10.1016/j.jmva.2022.105087OpenAlexW4286566341WikidataQ113870422 ScholiaQ113870422MaRDI QIDQ2079625

Andrew T. A. Wood, Ronald W. Butler

Publication date: 30 September 2022

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105087

zbMATH Keywords

hypergeometric functionssignal detectionpower functionwireless communicationROC curveblock independencecomplex multivariate normal distributionMIMO communicationcomplex MANOVA

Mathematics Subject Classification ID

Multivariate analysis (62H99) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Approximation for the distribution function of non-central complex Wilks statistic

Cites Work

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• A MIMO Version of the Reed-Yu Detector and Its Connection to the Wilks Lambda and Hotelling $T^2$ Statistics
• Distribution of the Largest or the Smallest Characteristic Root Under Null Hypothesis Concerning Complex Multivariate Normal Populations
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)

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