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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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