Distribution of LRC for testing sphericity of a complex multivariate Gaussian model.
Nagar, D.K.; Jain, S.K.; Gupta, A.K.
International Journal of Mathematics and Mathematical Sciences (1985)
- Volume: 8, page 555-562
- ISSN: 0161-1712
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topNagar, D.K., Jain, S.K., and Gupta, A.K.. "Distribution of LRC for testing sphericity of a complex multivariate Gaussian model.." International Journal of Mathematics and Mathematical Sciences 8 (1985): 555-562. <http://eudml.org/doc/46017>.
@article{Nagar1985,
author = {Nagar, D.K., Jain, S.K., Gupta, A.K.},
journal = {International Journal of Mathematics and Mathematical Sciences},
keywords = {moments; series representation; Meijer's G-function; Exact null distribution; likelihood ratio criterion; testing sphericity; complex multivariate normal covariance matrix; inverse Mellin transform; contour integration},
language = {eng},
pages = {555-562},
publisher = {Hindawi Publishing Corporation, New York},
title = {Distribution of LRC for testing sphericity of a complex multivariate Gaussian model.},
url = {http://eudml.org/doc/46017},
volume = {8},
year = {1985},
}
TY - JOUR
AU - Nagar, D.K.
AU - Jain, S.K.
AU - Gupta, A.K.
TI - Distribution of LRC for testing sphericity of a complex multivariate Gaussian model.
JO - International Journal of Mathematics and Mathematical Sciences
PY - 1985
PB - Hindawi Publishing Corporation, New York
VL - 8
SP - 555
EP - 562
LA - eng
KW - moments; series representation; Meijer's G-function; Exact null distribution; likelihood ratio criterion; testing sphericity; complex multivariate normal covariance matrix; inverse Mellin transform; contour integration
UR - http://eudml.org/doc/46017
ER -
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