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

DOI10.21136/am.1995.134277zbMath0818.62055OpenAlexW2747411965MaRDI QIDQ1892154

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

momentsdeterminantsWishart distributionsingular covariance matrixapproximate simultaneous confidence intervaldeterminant ratiosgeneral multivariate Gauss-Markov modellinear parametric functionsproducts of independent chi-square distributions

Mathematics Subject Classification ID

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

Related Items

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

Cites Work

• Wishart distributions in the multivariate Gauss--Markoff model with singular covariance matrix
• Generalized Inverse and Confidence Estimation by Least Squares Method
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
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