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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
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.
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