Aspects of multivariate complex quadratic forms

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.

Grantor dc:publisher.institution

Department of Statistical Sciences

Year dc:date.issued

1981

Author dc:creator

• Conradie, Willem Jacobus

Advisor dc:contributor.advisor

• Troskie, Casper G

Language dc:language.iso

eng

Handle dc:identifier.uri

http://hdl.handle.net/11427/21414

OAI identifier oai:identifier

oai:open.uct.ac.za:11427/21414