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Some recent developments on complex multivariate distributions

Author

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  • Krishnaiah, P. R.

Abstract

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.

Suggested Citation

  • Krishnaiah, P. R., 1976. "Some recent developments on complex multivariate distributions," Journal of Multivariate Analysis, Elsevier, vol. 6(1), pages 1-30, March.
    • Handle: RePEc:eee:jmvana:v:6:y:1976:i:1:p:1-30
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    Cited by:

    1. Daya K. Nagar & Alejandro Roldán-Correa & Saralees Nadarajah, 2023. "Expected Values of Scalar-Valued Functions of a Complex Wishart Matrix," Mathematics, MDPI, vol. 11(9), pages 1-14, May.
    2. Pushpa Narayan Rathie & Luan Carlos de Sena Monteiro Ozelim, 2022. "On the Relation between Lambert W-Function and Generalized Hypergeometric Functions," Stats, MDPI, vol. 5(4), pages 1-9, November.
    3. Bhandary, Madhusudan, 1996. "Test for generalized variance in signal processing," Statistics & Probability Letters, Elsevier, vol. 27(2), pages 155-162, April.
    4. Hélène Massam & Erhard Neher, 1997. "On Transformations and Determinants of Wishart Variables on Symmetric Cones," Journal of Theoretical Probability, Springer, vol. 10(4), pages 867-902, October.

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