On the exact distribution of the likelihood ratio test statistics for complex multivariate normal populations
T.N. Srivastava (1984). On the exact distribution of the likelihood ratio test statistics for complex multivariate normal populations. Journal of Statistical Research, Vol. 18, No. 1-2, pp. ??-??.
Abstract
This paper deals with a general technique for delving the exact density of test statistics associated with complex Gaussian distribution. The method is illustrated by deriving the exact null densities of test statistics for testing independence and that the covariance matrix is proportional to a given matrix.
