Canonical Correlations with Respect to a Complex Structure

Abstract

Suppose a 2p-variate multivariate normal distribution is of the form of a p-variate complex distribution. The set of such distributions is invariant with respect to a group of linear transformations. The invariants of the set of all 2p-variate distributions with respect to this group are obtained and interpreted. The distribution of the sample invariants is found.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1978
Accession Number
ADA060865

Entities

People

  • Steen A. Andersson

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Complex Numbers
  • Confidence Limits
  • Contracts
  • Covariance
  • Data Science
  • Distribution Functions
  • Estimators
  • Information Science
  • Maximum Likelihood Estimation
  • Military Research
  • Numbers
  • Random Variables
  • Statistical Inference
  • Statistics
  • United States
  • Vector Spaces

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Graph Algorithms and Convex Optimization.
  • Small Business Innovation Research Program (SBIR) EDI Research and Innovation.