The distribution of the sample correlation from a complex normal

DOI10.1016/j.sigpro.2010.07.012zbMath1203.94063OpenAlexW1986762904MaRDI QIDQ612611

Christopher S. Withers, Saralees Nadarajah

Publication date: 29 December 2010

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2010.07.012

zbMATH Keywords

Cochran's theoremcomplex normalsample correlation

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (1)

Confidence Intervals for the Normal Multiple Correlation

Cites Work

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• On asymptotic behavior of least squares estimators and the confidence intervals of the superimposed exponential signals.
• Linear and graphical models for the multivariate complex normal distribution
• The multivariate distribution of complex normal variables
• On performance analysis for signaling on correlated fading channels
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• Estimating parameters in the damped exponential model

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