Some asymptotic inferential problems connected with complex elliptical distribution
The paper extends the results of Khatri to complex elliptical variates. Asymptotic confidence bounds on location parameters for the linear growth curve for the complex variates, the asymptotic distribution of the canonical correlations for the two sets of complex variates, and the asymptotic confidence bounds for the discriminatory values for the linear Fisher's discriminator for the future complex observation z are developed in this paper on the lines given by Khatri.
Year of publication: |
1990
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Authors: | Khatri, C. G. ; Bhavsar, C. D. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 35.1990, 1, p. 66-85
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Publisher: |
Elsevier |
Keywords: | elliptical complex variates linear growth curve model canonical correlations discriminator value Fisher's linear discriminator |
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