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Aspects of multivariate complex quadratic forms

Bibliography: pages 311-318. / In this study the distributional properties of certain multivariate complex quadratic forms and their characteristic roots are investigated. Multivariate complex distribution theory was originally introduced by Wooding (1956), Turin (1960) and Goodman (1963a) when they derived and studied the multivariate complex normal distribution. The multivariate complex normal distribution is the basis of complex distribution theory and plays an important role in various areas. In the area of multiple time-series the complex distribution theory is found very useful.

Identiferoai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uct/oai:localhost:11427/21414
Date January 1981
CreatorsConradie, Willem Jacobus
ContributorsTroskie, Casper G
PublisherUniversity of Cape Town, Faculty of Science, Department of Statistical Sciences
Source SetsSouth African National ETD Portal
LanguageEnglish
Detected LanguageEnglish
TypeDoctoral Thesis, Doctoral, PhD
Formatapplication/pdf

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