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Biometrika 1976 63(3):543-549; doi:10.1093/biomet/63.3.543
© 1976 by Biometrika Trust
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The distributions of the likelihood ratio statistics for tests of certain covariance structures of complex multivariate normal populations

P. R. KRISHNAIAH, JACK C. LEE and T. C. CHANG

Department of Mathematics and Statistics, University of Pittsburgh Pennsylvania
Department of Mathematics, Wright State University Dayton, Ohio
Department of Mathematics, University of Cincinnati Cincinnati, Ohio

This paper examines approximations to the distributions of the likelihood ratio statistics for testing hypotheses about certain structures for the covariance matrices of complex multivariate normal populations. Some applications of these distributions to inference on multiple time series are also discussed.

Key Words: Complex multivariate normal distribution • Covariance structure • Likelihood ratio statistic • Multiple time series


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