On Non-Null Distributions Connected with Testing Reality of a Complex Normal Distribution
Open Access
- 1 June 1989
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 17 (2) , 929-936
- https://doi.org/10.1214/aos/1176347152
Abstract
Certain polynomials of a skew-symmetric matrix are considered. These polynomials can be expressed in terms of the zonal polynomials on the Hermitian matrices, and they are used to obtain a series expansion for the density of the non-null distribution of the maximal invariant corresponding to the problem of testing for reality of the covariance matrix of a complex multivariate normal distribution.Keywords
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