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Asymptotic nonnull distributions for tests for reality of a covariance matrix

Author

Listed:
  • Carter, E. M.
  • Srivastava, M. S.

Abstract

In this paper asymptotic nonnull distributions are derived for two statistics used in testing for the reality of the covariance matrix in a complex Gaussian distribution.

Suggested Citation

  • Carter, E. M. & Srivastava, M. S., 1978. "Asymptotic nonnull distributions for tests for reality of a covariance matrix," Journal of Multivariate Analysis, Elsevier, vol. 8(1), pages 126-133, March.
  • Handle: RePEc:eee:jmvana:v:8:y:1978:i:1:p:126-133
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