Asymptotic nonnull distributions for tests for reality of a covariance matrix

In this paper asymptotic nonnull distributions are derived for two statistics used in testing for the reality of the covariance matrix in a complex Gaussian distribution.

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Year of publication:	1978
Authors:	Carter, E. M. ; Srivastava, M. S.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 8.1978, 1, p. 126-133
Publisher:	Elsevier
Keywords:	Complex Wishart distribution likelihood ratio statistic asymptotic

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005160510