Some recent developments on complex multivariate distributions

In this paper, the author gives a review of the literature on complex multivariate distributions. Some new results on these distributions are also given. Finally, the author discusses the applications of the complex multivariate distributions in the area of the inference on multiple time series.

MoreLess

Year of publication:	1976
Authors:	Krishnaiah, P. R.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 6.1976, 1, p. 1-30
Publisher:	Elsevier
Keywords:	Complex distributions random matrices eigenvalues multiple time series

More details

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

Persistent link: https://www.econbiz.de/10005160598