On Testing for Impropriety of Complex-Valued Gaussian Vectors

Andrew T. Walden, Patrick Rubin-Delanchy. On Testing for Impropriety of Complex-Valued Gaussian Vectors. IEEE Transactions on Signal Processing, 57(3):825-834, 2009. [doi]

@article{WaldenR09,
  title = {On Testing for Impropriety of Complex-Valued Gaussian Vectors},
  author = {Andrew T. Walden and Patrick Rubin-Delanchy},
  year = {2009},
  doi = {10.1109/TSP.2008.2008970},
  url = {http://dx.doi.org/10.1109/TSP.2008.2008970},
  tags = {testing},
  researchr = {https://researchr.org/publication/WaldenR09},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Signal Processing},
  volume = {57},
  number = {3},
  pages = {825-834},
}