The exact and near-exact distributions for the statistic used to test the reality of covariance matrix in a complex normal distribution

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NOVA Math Publications

Statistics and Risk Management

Proceedings Paper
Grilo,LM;Coelho,CA
Springer Proceedings in Mathematics and Statistics
International Conference on Matrix Analysis and its Applications, MAT-TRIAD 2015

2017
192

295-315
10.1007/978-3-319-49984-0_20

The exact and near-exact distributions for the statistic used to test the reality of covariance matrix in a complex normal distribution

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