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Asymptotic nonnull distributions for tests for reality of a covariance matrix |
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| Authors: | E.M. Carter M.S. Srivastava |
| Affiliation: | University of Toronto, Toronto, Ontario, Canada |
| 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. |
| Keywords: | 62E15 62H10 62E20 62H15 Complex Wishart distribution likelihood ratio statistic asymptotic |
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