Densities of determinant ratios, their moments and some simultaneous confidence intervals in the multivariate Gauss-Markoff model
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Publication:1892154
DOI10.21136/am.1995.134277zbMath0818.62055OpenAlexW2747411965MaRDI QIDQ1892154
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
momentsdeterminantsWishart distributionsingular covariance matrixapproximate simultaneous confidence intervaldeterminant ratiosgeneral multivariate Gauss-Markov modellinear parametric functionsproducts of independent chi-square distributions
Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Linear inference, regression (62J99)
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