Some Recent Developments on Complex Multivariate Distributions.
TLDR
In this article, the authors give a review of the literature on complex multivariate distributions and some new results on these distributions are also given, and discuss the applications of the complex multiivariate distributions in the area of the inference on multiple time series.About:
This article is published in Journal of Multivariate Analysis.The article was published on 1976-03-01 and is currently open access. It has received 89 citations till now. The article focuses on the topics: Statistical parameter & Multivariate statistics.read more
Citations
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Model Selection using Response Measurements: Bayesian Probabilistic Approach
James L. Beck,Ka-Veng Yuen +1 more
TL;DR: In this paper, a Bayesian probabilistic approach is presented for selecting the most plausible class of models for a structural or mechanical system within some specified set of model classes, based on system response data.
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On detection of the number of signals in presence of white noise
TL;DR: In this paper, the authors propose procedures for detection of the number of signals in presence of Gaussian white noise under an additive model, which is related to the problem of finding the multiplicity of the smallest eigenvalue of the covariance matrix of the observation vector.
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On the capacity of doubly correlated MIMO channels
TL;DR: This paper first derive the determinant representation for the exact characteristic function of the capacity, which is then used to determine the trace representations for the mean, variance, skewness, kurtosis, and other higher-order statistics (HOS).
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Bayesian spectral density approach for modal updating using ambient data
TL;DR: A Bayesian spectral density approach (BSDA) for modal updating is presented which uses the statistical properties of a spectral density estimator to obtain not only the optimal values of the updated modal parameters but also their associated uncertainties by calculating the posterior joint probability distribution of these parameters.
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Maximum-likelihood synchronization of a single user for code-division multiple-access communication systems
S.E. Bensley,Behnaam Aazhang +1 more
TL;DR: This work considers maximum-likelihood estimation of users delay, amplitude, and phase in a CDMA communication system and presents an approach for decomposing this multiuser estimation problem into a series of single-user problems.
References
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Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
TL;DR: In this article, the authors defined the hypergeometric functions $_pF_q$ of matrix argument which occur in the multivariate distributions are defined by their expansions in zonal polynomials as defined in Section 5.
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Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
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The characteristic function of Hermitian quadratic forms in complex normal variables
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Bessel functions of matrix argument
TL;DR: In this paper, a large number of formulae from the classical theory of special functions are given appropriate generalizations, some of which turn out to have applications to lattice-point problems and to the theory of non-central Wishart distributions in statistics.