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

DOI10.21136/AM.1995.134278MaRDI QIDQ1892155zbMATH 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/32903

zbMATH Keywords

asymptotically normal confidence intervalscovariance matrixdeterminantexperimental designKronecker productmatrix of product sums for errormultivariate central limit theoremmultivariate Gauss-Markov modelproduct of independent chi-squaresrandom matrixsingular covariance matrixWishart distribution

Mathematics Subject Classification ID

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

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Cites work

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

(2)

• Densities of determinant ratios, their moments and some simultaneous confidence intervals in the multivariate Gauss-Markoff model
• scientific article; zbMATH DE number 1293603 (Why is no real title available?)

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