Wishart distributions in the multivariate Gauss--Markoff model with singular covariance matrix

DOI10.21136/am.1993.104534zbMath0774.62050OpenAlexW2240092503MaRDI QIDQ686363

Wiktor Oktaba, Andrzej Kieloch

Publication date: 17 October 1993

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

Full work available at URL: https://eudml.org/doc/15736

zbMATH Keywords

independenceWishart distributionlinear hypothesesgeneralized quadratic formssingular covariance matrixlinear estimable parametric functionsmulti-normal distributionmultivariate general linear Gauss-Markoff model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items (3)

Densities of determinant ratios, their moments and some simultaneous confidence intervals in the multivariate Gauss-Markoff model ⋮ Asymptotically normal confidence intervals for a determinant in a generalized multivariate Gauss-Markoff model ⋮ Projector operators in the multivariate Zyskind-Martin model

Cites Work

• Linear Statistical Inference and its Applications
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Wishart distributions in the multivariate Gauss--Markoff model with singular covariance matrix