scientific article

zbMATH Open0537.62042MaRDI QIDQ3323037

Author name not available (Why is that?)

Publication date: 1983

Title of this publication is not available (Why is that?)

zbMATH Keywords

frequency domainlikelihood ratio testcovariance matrixmultiple time seriesmean vectorcomplex Wishart matrixhypothesis of sphericitydistribution of the determinant of the complex multivariate beta matrixhomogeneity of several complex multivariate normal populationshomogeneity of the covariance matriceshypothesis of multiple independence

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Classical statistical analysis based on a certain hypercomplex multivariate normal distribution

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