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Classical statistical analysis based on a certain hypercomplex multivariate normal distribution

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Summary

Goodman [1963] generalized the real normal multivariate model to the complex case.Goodman [1963], andKhatri [1965] derived the sampling distribution theory underlying this model. The present paper generalizes the complex multivariate normal theory to the hypercomplex case. The hypercomplex case studied here includes Hamilton's quaternions, biquaternions, octonions, and bioctonions. It is shown that the complex case results straightforwardly generalize to the hypercomplex case.

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References

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  1. St. Mary's University, Halifax, Nova Scotia, Canada

    D. G. Kabe

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  1. D. G. Kabe
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Kabe, D.G. Classical statistical analysis based on a certain hypercomplex multivariate normal distribution. Metrika 31, 63–76 (1984). https://doi.org/10.1007/BF01915185

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  • DOI: https://doi.org/10.1007/BF01915185

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