On a test for reality of the covariance matrix in a complex gaussian distribution

DOI10.1080/00949657308810059zbMath0284.62025OpenAlexW1967932026MaRDI QIDQ4772010

Arjun K. Gupta

Publication date: 1973

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949657308810059

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Statistical tables (62Q05)

Related Items (2)

Generalized Hypergeometric Functions and Exact Distributions of Test Statistics ⋮ Asymptotic nonnull distribution of likelihood ratio statistic for testing homogeneity of complex multivariate gaussian populations

Cites Work

• A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• On the exact distribution of Wilks's criterion
• 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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