Testing for the mean vector of a multivariate normal distribution with a possibly singular dispersion matrix and related results (Q1176995)

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scientific article; zbMATH DE number 12805
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Testing for the mean vector of a multivariate normal distribution with a possibly singular dispersion matrix and related results
scientific article; zbMATH DE number 12805

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    Testing for the mean vector of a multivariate normal distribution with a possibly singular dispersion matrix and related results (English)
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    25 June 1992
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    multivariate normal distribution
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    singular multivariate distributions
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    extension of Hotelling's \(T\)-square test
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    singular Wishart distribution
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    density of Wishart distribution
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    positive definite
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