Wishart distributions in the multivariate Gauss--Markoff model with singular covariance matrix
DOI10.21136/AM.1993.104534zbMATH Open0774.62050OpenAlexW2240092503MaRDI QIDQ686363FDOQ686363
Authors: 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
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Cites Work
Cited In (8)
- Title not available (Why is that?)
- The General Multivariate Gauss-Markov Model of the Incomplete Block Design
- Asymptotically normal confidence intervals for a determinant in a generalized multivariate Gauss-Markoff model
- Densities of determinant ratios, their moments and some simultaneous confidence intervals in the multivariate Gauss-Markoff model
- Title not available (Why is that?)
- A decomposition for a stochastic matrix with an application to MANOVA
- Testing for the mean vector of a multivariate normal distribution with a possibly singular dispersion matrix and related results
- Projector operators in the multivariate Zyskind-Martin model
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