Ratios of Off-Diagonal C-Wishart
Samn, S.
Ann. Statist., Tome 8 (1980) no. 1, p. 199-204 / Harvested from Project Euclid
In this paper, the density function for the real and imaginary parts of the quotient of some off-diagonal elements of the three-dimensional complex Wishart matrix is derived. Connection to closed-loop transfer function determination is shown.
Publié le : 1980-01-14
Classification:  Complex Wishart,  closed-loop transfer function,  62E10,  62E15,  62H10
@article{1176344902,
     author = {Samn, S.},
     title = {Ratios of Off-Diagonal C-Wishart},
     journal = {Ann. Statist.},
     volume = {8},
     number = {1},
     year = {1980},
     pages = { 199-204},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344902}
}
Samn, S. Ratios of Off-Diagonal C-Wishart. Ann. Statist., Tome 8 (1980) no. 1, pp.  199-204. http://gdmltest.u-ga.fr/item/1176344902/