Asymptotically normal confidence intervals for a determinant in a generalized multivariate Gauss-Markoff model

DOI10.21136/am.1995.134278zbMath0818.62017OpenAlexW3048117592MaRDI QIDQ1892155

Wiktor Oktaba

Publication date: 21 August 1995

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/32903

zbMATH Keywords

covariance matrixdeterminantrandom matrixKronecker productWishart distributionexperimental designmultivariate central limit theoremsingular covariance matrixasymptotically normal confidence intervalsmatrix of product sums for errormultivariate Gauss-Markov modelproduct of independent chi-squares

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Linear inference, regression (62J99)

Cites Work

• Wishart distributions in the multivariate Gauss--Markoff model with singular covariance matrix
• Densities of determinant ratios, their moments and some simultaneous confidence intervals in the multivariate Gauss-Markoff model
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