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January, 1980 Ratios of Off-Diagonal C-Wishart
S. Samn
Ann. Statist. 8(1): 199-204 (January, 1980). DOI: 10.1214/aos/1176344902

Abstract

In this paper, the density function for the real and imaginary parts of the quotient of some off-diagonal elements of the three-dimensional complex Wishart matrix is derived. Connection to closed-loop transfer function determination is shown.

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S. Samn. "Ratios of Off-Diagonal C-Wishart." Ann. Statist. 8 (1) 199 - 204, January, 1980. https://doi.org/10.1214/aos/1176344902

Information

Published: January, 1980
First available in Project Euclid: 12 April 2007

zbMATH: 0422.62044
MathSciNet: MR557565
Digital Object Identifier: 10.1214/aos/1176344902

Subjects:
Primary: 62E10
Secondary: 62E15 , 62H10

Keywords: closed-loop transfer function , complex Wishart

Rights: Copyright © 1980 Institute of Mathematical Statistics

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Vol.8 • No. 1 • January, 1980
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