Aspects of multivariate complex quadratic forms

• Main Author: Conradie, Willem Jacobus
• Other Authors: Troskie, Casper G
• Format: Doctoral Thesis
• Language: English
• Published: University of Cape Town 2016
• Subjects: Mathematical Statistics; Statistics and Operations Research
• Online Access: http://hdl.handle.net/11427/21414

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.