On Non-Null Distributions Connected with Testing Reality of a Complex Normal Distribution
The Annals of Statistics · 1989 · Volume 17 · Issue 2
Abstract
Certain polynomials of a skew-symmetric matrix are considered. These polynomials can be expressed in terms of the zonal polynomials on the Hermitian matrices, and they are used to obtain a series expansion for the density of the non-null distribution of the maximal invariant corresponding to the problem of testing for reality of the covariance matrix of a complex multivariate normal distribution.
Keywords
62H10, 62H15, Complex multivariate normal distributions, group representations, integrals over the orthogonal group, Schur functions, testing for reality, zonal polynomials
Enable JavaScript for citation tools and additional paper interactions.