The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution

DOI10.1007/978-3-319-49984-0_20OpenAlexW2592574149MaRDI QIDQ4554537

Luís M. Grilo, Carlos A. Coelho

Publication date: 14 November 2018

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-49984-0_20

zbMATH Keywords

characteristic functionquantilesgamma distributionbeta distributionsmall samples

Mathematics Subject Classification ID

Cites Work

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