Densities of determinant ratios, their moments and some simultaneous confidence intervals in the multivariate Gauss-Markoff model

DOI10.21136/AM.1995.134277MaRDI QIDQ1892154zbMATH OpenOpenAlexFDO

Authors 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/32902

zbMATH Keywords

approximate simultaneous confidence intervaldeterminant ratiosdeterminantsgeneral multivariate Gauss-Markov modellinear parametric functionsmomentsproducts of independent chi-square distributionssingular covariance matrixWishart distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Linear inference, regression (62J99)

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Cites work

• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Generalized Inverse and Confidence Estimation by Least Squares Method
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• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3655180 (Why is no real title available?)
• Wishart distributions in the multivariate Gauss--Markoff model with singular covariance matrix

Cited in

(4)

• Asymptotically normal confidence intervals for a determinant in a generalized multivariate Gauss-Markoff model
• Density of the least squares estimator in the multivariate linear model with arbitrary normal variables
• scientific article; zbMATH DE number 1293603 (Why is no real title available?)
• Exact expression of the density of the sample generalized variance and applications

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