AbstractIn 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
AbstractA general matrix expression for the asymptotic covariance matrix of correlation coefficients...
AbstractLet B be the noncentral beta matrix defined by B = (Sh + Se)−12 · Sh(Se + Sh)−12, where Se a...
We consider the affine equivariant sign covariance matrix (SCM) introduced by Visuri et al. (J. Stat...
AbstractIn this paper the distribution of the likelihood ratio test for testing the reality of the c...
AbstractAsymptotic expansions of the distributions of two test criteria concerning a covariance matr...
In this paper asymptotic nonnull distributions are derived for two statistics used in testing for th...
AbstractIn this paper asymptotic nonnull distributions are derived for two statistics used in testin...
AbstractThe asymptotic distributions of the elementary symmetric functions (esf's) of the characteri...
AbstractLet S be a p×p random matrix having a Wishart distribution Wp(n,n−1Σ). For testing a general...
AbstractThis paper deals with asymptotic expansions for the non-null distributions of certain test s...
AbstractThe asymptotic distribution of some test criteria for a covariance matrix are derived under ...
AbstractThe nonnull distribution of some statistics, used for testing Σ1 = Σ2 are obtained as mixtur...
AbstractIn this paper, the authors obtained asymptotic expressions for the joint distributions of ce...
AbstractThe exact and the asymptotic non-null distribution of the maximal invariant corresponding to...
In this paper, tests are developed for testing certain hypotheses on the covari-ance matrix Σ, when ...
AbstractA general matrix expression for the asymptotic covariance matrix of correlation coefficients...
AbstractLet B be the noncentral beta matrix defined by B = (Sh + Se)−12 · Sh(Se + Sh)−12, where Se a...
We consider the affine equivariant sign covariance matrix (SCM) introduced by Visuri et al. (J. Stat...
AbstractIn this paper the distribution of the likelihood ratio test for testing the reality of the c...
AbstractAsymptotic expansions of the distributions of two test criteria concerning a covariance matr...
In this paper asymptotic nonnull distributions are derived for two statistics used in testing for th...
AbstractIn this paper asymptotic nonnull distributions are derived for two statistics used in testin...
AbstractThe asymptotic distributions of the elementary symmetric functions (esf's) of the characteri...
AbstractLet S be a p×p random matrix having a Wishart distribution Wp(n,n−1Σ). For testing a general...
AbstractThis paper deals with asymptotic expansions for the non-null distributions of certain test s...
AbstractThe asymptotic distribution of some test criteria for a covariance matrix are derived under ...
AbstractThe nonnull distribution of some statistics, used for testing Σ1 = Σ2 are obtained as mixtur...
AbstractIn this paper, the authors obtained asymptotic expressions for the joint distributions of ce...
AbstractThe exact and the asymptotic non-null distribution of the maximal invariant corresponding to...
In this paper, tests are developed for testing certain hypotheses on the covari-ance matrix Σ, when ...
AbstractA general matrix expression for the asymptotic covariance matrix of correlation coefficients...
AbstractLet B be the noncentral beta matrix defined by B = (Sh + Se)−12 · Sh(Se + Sh)−12, where Se a...
We consider the affine equivariant sign covariance matrix (SCM) introduced by Visuri et al. (J. Stat...
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