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Oktaba, Wiktor
Densities of determinant ratios, their moments and some simultaneous confidence intervals in the multivariate Gauss-Markoff model. (English). Applications of Mathematics, vol. 40 (1995), issue 1, pp. 47-54
MSC: 62H10, 62J05, 62J99 | MR 1305648 | Zbl 0818.62055 | DOI: 10.21136/AM.1995.134277
Keywords:
products of independent chi-squares; multivariate general linear Gauss-Markoff model; wishart distribution; singular covariance matrix; set of linear parametric functions; moment of determinant ratio; approximate simultaneous confidence interval
Summary:
The following three results for the general multivariate Gauss-Markoff model with a singular covariance matrix are given or indicated. $1^\circ $ determinant ratios as products of independent chi-square distributions, $2^\circ $ moments for the determinants and $3^\circ $ the method of obtaining approximate densities of the determinants.
References:
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