2 TESTING PROBLEMS RELATING THE REAL AND COMPLEX MULTIVARIATE NORMAL-DISTRIBUTIONS

被引：19

作者：

ANDERSSON, SA

PERLMAN, MD

机构：

[1] UNIV WASHINGTON,DEPT STAT,SEATTLE,WA 98195

[2] STANFORD UNIV,DEPT STAT,STANFORD,CA 94305

来源：

关键词：

D O I：

10.1016/0047-259X(84)90065-4

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：21 / 51

页数：31

共 28 条

[1] Anderson T.W., 1955, P AM MATH SOC, V6, P170, DOI [10.2307/2032333, DOI 10.2307/2032333]
[2] ANDERSON TW, 1984, UNPUB CONSISTENCY PR
[3] Anderson TW., 1958, INTRO MULTIVARIATE S
[4] DISTRIBUTIONS OF MAXIMAL INVARIANTS USING QUOTIENT MEASURES
ANDERSSON, S
[J]. ANNALS OF STATISTICS, 1982, 10 (03) : 955 - 961
[5] INVARIANT NORMAL MODELS
ANDERSSON, S
[J]. ANNALS OF STATISTICS, 1975, 3 (01) : 132 - 154
[6] DISTRIBUTION OF EIGENVALUES IN MULTIVARIATE STATISTICAL-ANALYSIS
ANDERSSON, SA
BRONS, HK
JENSEN, ST
[J]. ANNALS OF STATISTICS, 1983, 11 (02) : 392 - 415
[7] ANDERSSON SA, 1978, 132 TECHN REP
[8] ANDERSSON SA, 1984, UNPUB ALGEBRAIC THEO
[9] Brillinger D.R., 1974, TIME SERIES DATA ANA
[10] ASYMPTOTIC NON-NULL DISTRIBUTIONS FOR TESTS FOR REALITY OF A COVARIANCE-MATRIX
CARTER, EM
SRIVASTAVA, MS
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1978, 8 (01) : 126 - 133