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.
Publié le : 1989-06-14
Classification:
Complex multivariate normal distributions,
testing for reality,
zonal polynomials,
group representations,
integrals over the orthogonal group,
Schur functions,
62H10,
62H15
@article{1176347152,
author = {Bertelsen, Aksel},
title = {On Non-Null Distributions Connected with Testing Reality of a Complex Normal Distribution},
journal = {Ann. Statist.},
volume = {17},
number = {1},
year = {1989},
pages = { 929-936},
language = {en},
url = {http://dml.mathdoc.fr/item/1176347152}
}
Bertelsen, Aksel. On Non-Null Distributions Connected with Testing Reality of a Complex Normal Distribution. Ann. Statist., Tome 17 (1989) no. 1, pp. 929-936. http://gdmltest.u-ga.fr/item/1176347152/