Two testing problems relating the real and complex multivariate normal distributions

DOI10.1016/0047-259X(84)90065-4zbMath0544.62052MaRDI QIDQ796933

Michael D. Perlman, Steen Arne Andersson

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

unbiasednesslikelihood ratio testsadmissibilitycomplete classescomplex normal distributionlocally most powerful invariant testmaximal invariant statisticstesting for complex structuretesting for reality

Mathematics Subject Classification ID

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

Related Items

Tests for circular symmetry of complex-valued random vectors, Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss, Entropy inequalities for some multivariate distributions, A numerical procedure for finding the positive definite matrix closest to a patterned matrix, Asymptotic Distributions of Test Statistics for Matrices Concerning Elliptical Distributions, On non-null distributions connected with testing that a real normal distribution is complex, Symmetry and lattice conditional independence in a multivariate normal distribution, A condition for null robustness

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