Generalized variance statistic in the testing of hypothesis in complex multivariate Gaussian distributions
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/BF01198583.pdf
Reference7 articles.
1. T. W.Anderson, An introduction to Multivariate statistical analysis. New York 1958.
2. N. Giri, On the complex analogues ofT 2- andR 2-tests. Ann. Math. Statist.36, 644?670 (1965).
3. N. Giri, Alternative derivation of some complex multivariate distributions. Arch. Math.30, 215?224 (1978).
4. N. R. Goodman, Statistical analysis based on a certain multivariate complex Gaussian distribution (an introduction). Ann. Math. Statist.34, 152?177 (1963).
5. N. R. Goodman, The distribution of the determinant of a complex Wishart distributed matrix. Ann. Math. Statist.34, 178?180 (1963).
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