The Distributions of the Likelihood Ratio Statistics for Tests of Certain Covariance Structures of Complex Multivariate Normal Populations
复多元正态总体中特定协方差结构检验的似然比统计量分布
This paper examines approximations to the distributions of the likelihood ratio statistics for testing hypotheses about certain structures for the covariance matrices of complex multivariate normal populations. Some applications of these distributions to inference on multiple time series are also discussed.