1980
DOI: 10.1016/0378-3758(80)90012-9
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Some complex variable transformations and exact power comparisons of two-sided tests of equality of two Hermitian covariance matrices

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Cited by 3 publications
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“…Roy (1953Roy ( , 1957 initiated an equality test of two real symmetric covariance matrices following the union-intersection principle. This test was then studied by Chu and Pillai (1980) for the equality of two Hermitian covariance matrices.…”
Section: Roy's Largest Eigenvalue-based Edge Detectormentioning
confidence: 99%
See 1 more Smart Citation
“…Roy (1953Roy ( , 1957 initiated an equality test of two real symmetric covariance matrices following the union-intersection principle. This test was then studied by Chu and Pillai (1980) for the equality of two Hermitian covariance matrices.…”
Section: Roy's Largest Eigenvalue-based Edge Detectormentioning
confidence: 99%
“…Let Z x and Z y be two independent complex Wishart matrices distributed as (Krishnaiah, 1976, p. 7). Finding the eigenvalues of is identical to solving the following determinantal equation for a Hermitian pencil (Lewis, 1991;Rao and Rao, 1998;Hartfiel, 2001): , the largest eigenvalue can be used as test statistic (Chu and Pillai, 1980). The cumulative distribution function of the largest eigenvalue under the alternative hypothesis was derived by Sugiyama (1972, p. 91) and given in terms of zonal polynomials as follows:…”
Section: Roy's Largest Eigenvalue-based Edge Detectormentioning
confidence: 99%