Some asymptotic inferential problems connected with complex elliptical distribution

C. G. Khatri and C. D. Bhavsar

Journal of Multivariate Analysis, 1990, vol. 35, issue 1, 66-85

Abstract: The paper extends the results of Khatri to complex elliptical variates. Asymptotic confidence bounds on location parameters for the linear growth curve for the complex variates, the asymptotic distribution of the canonical correlations for the two sets of complex variates, and the asymptotic confidence bounds for the discriminatory values for the linear Fisher's discriminator for the future complex observation z are developed in this paper on the lines given by Khatri.

Keywords: elliptical; complex; variates; linear; growth; curve; model; canonical; correlations; discriminator; value; Fisher's; linear; discriminator (search for similar items in EconPapers)
Date: 1990
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(90)90016-B
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:35:y:1990:i:1:p:66-85

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().