Andersson, Steen A.; Perlman, Michael D. - In: Journal of Multivariate Analysis 15 (1984) 1, pp. 21-51
The first problem considered is that of testing for the reality of the covariance matrix of a p-dimensional complex normal distribution, while the second is that of testing that a 2p-dimensional real normal distribution has a p-dimensional complex structure. Both problems are reduced by...