for the multivariate complex normal distribution /
H.H. Andersen ... [et al.].
New York :
Springer-Verlag,
c1995.
x, 183 p. :
ill. ;
24 cm.
Lecture notes in statistics ;
101
Includes bibliographical references (p. 163-164) and index.
1. Prerequisites -- 2. The Multivariate Complex Normal Distribution -- 3. The Complex Wishart Distribution and the Complex U-distribution -- 4. Multivariate Linear Complex Normal Models -- 5. Simple Undirected Graphs -- 6. Conditional Independence and Markov Properties -- 7. Complex Normal Graphical Models -- A Complex Matrices -- B Orthogonal Projections.