Wishart distributions in the multivariate Gauss--Markoff model with singular covariance matrix

DOI10.21136/AM.1993.104534MaRDI QIDQ686363zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

independenceWishart distributionsingular covariance matrixgeneralized quadratic formslinear estimable parametric functionslinear hypothesesmulti-normal distributionmultivariate general linear Gauss-Markoff model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

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Cites work

• scientific article; zbMATH DE number 4020230 (Why is no real title available?)
• scientific article; zbMATH DE number 3655180 (Why is no real title available?)
• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• scientific article; zbMATH DE number 3373922 (Why is no real title available?)
• Linear Statistical Inference and its Applications

Cited in

(8)

• scientific article; zbMATH DE number 4176259 (Why is no real title available?)
• Projector operators in the multivariate Zyskind-Martin model
• scientific article; zbMATH DE number 4104201 (Why is no real title available?)
• 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
• 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
• The General Multivariate Gauss-Markov Model of the Incomplete Block Design

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