| Title:
|
Wishart distributions in the multivariate Gauss-Markoff model with singular covariance matrix (English) |
| Author:
|
Oktaba, Wiktor |
| Author:
|
Kieloch, Andrzej |
| Language:
|
English |
| Journal:
|
Applications of Mathematics |
| ISSN:
|
0862-7940 (print) |
| ISSN:
|
1572-9109 (online) |
| Volume:
|
38 |
| Issue:
|
1 |
| Year:
|
1993 |
| Pages:
|
61-66 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
This paper concerns generalized quadratic forms for the multivariate case. These forms are used to test linear hypotheses of parameters for the multivariate Gauss-Markoff model with singular covariance matrix. Distributions and independence of these forms are proved. (English) |
| Keyword:
|
inultivariate general linear Gauss-Markoff model |
| Keyword:
|
Wishart distribution |
| Keyword:
|
multinormal distribution |
| Keyword:
|
set of linear estimable parametric functions |
| Keyword:
|
quadratic form |
| Keyword:
|
singular covariance matrix |
| MSC:
|
62H10 |
| MSC:
|
65H15 |
| idZBL:
|
Zbl 0774.62050 |
| idMR:
|
MR1202080 |
| DOI:
|
10.21136/AM.1993.104534 |
| . |
| Date available:
|
2008-05-20T18:44:59Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/104534 |
| . |
| Reference:
|
[1] Mardia K. V., Kent J. T., Bibby J. M.: Multivariate Analysis.Academic Press, London, 1979. Zbl 0432.62029, MR 0560319 |
| Reference:
|
[2] Oktaba W.: Estimation of the parametric functions in the multivariate general Gauss-Markoff model.XV Colloquium Metodol., Agrobiom., Pol. Acad. Sci., Warsaw, 1985, pp. 178-182. (In Polish.) |
| Reference:
|
[3] Rao C. R.: Linear Statistical Inference and Its Applications.sec. ed., J. Wiley, New York, 1973. Zbl 0256.62002, MR 0346957 |
| Reference:
|
[4] Rao C. R., Mitra S. K.: Generalized Inverse of Matrices and its Applications.J. Wiley, New York, 1971. Zbl 0236.15005, MR 0338013 |
| Reference:
|
[5] Roy S. N.: Some aspects of multivariate analysis.Indian Statistical Institute, New York, Calcutta, 1957. MR 0092296 |
| Reference:
|
[6] Seber G. А. F.: Multivariate Observations.J. Wiley, New York, 1984. Zbl 0627.62052, MR 0746474 |
| Reference:
|
[7] Srivastava M. S., Khatri C. G.: An Introduction to Multivariate Statistics.Elsevier North Holland, Inc., New York, 1979. Zbl 0421.62034, MR 0544670 |
| . |
