On non-null distributions connected with testing that a real normal distribution is complex

Aksel Bertelsen

Journal of Multivariate Analysis, 1990, vol. 32, issue 2, 282-289

Abstract: The exact and the asymptotic non-null distribution of the maximal invariant corresponding to testing that the covariance matrix of a 2m-dimensional real normal distribution has complex structure is obtained.

Keywords: real; complex; normal; distributions; nun-null; distribution; zonal; polynomials; hypergeometric; functions (search for similar items in EconPapers)
Date: 1990
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