ON TESTING STRUCTURE OF COVARIANCE MATRIX AND MEAN VECTOR OF A COMPLEX MULTIVARIATE GAUSSIAN MODEL

DOI10.1515/DEMA-1985-0416zbMath0603.62059OpenAlexW2783397444MaRDI QIDQ3740055

Arjun K. Gupta, Daya K. Nagar

Publication date: 1985

Published in: Demonstratio Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/dema-1985-0416

zbMATH Keywords

covariance matrixmean vectorcomplex multivariate normal populationnull distributions of likelihood-ratio statistics

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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