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generalized multivariate Gauss-Markoff model; singular covariance matrix; determinant; asymptotically normal confidence interval; product of independent chi-squares; multivariate central limit theorem; Wishart distribution; matrix of product sums for error; hypothesis and “total”

References:

[1] T.W. Anderson: **Introduction to Multivariate Statistical Analysis**. J. Wiley, New York, 1958. MR 0091588 | Zbl 0083.14601

[2] W. Oktaba: **Densities of determinant ratios, their moments and some simultaneous confidence intervals in the multivariate Gauss-Markoff model**. Appl. Math. 40 (1995), 47–54. MR 1305648 | Zbl 0818.62055

[3] W. Oktaba, A. Kieloch: **Wishart distributions in the multivariate Gauss-Markoff model with singular covariance matrix**. Appl. Math. 38 (1993), 61–66. MR 1202080

[4] M.S. Srivastava, C.G. Khatri: **An Introduction to Multivariate Statistics**. North Holland, New York, 1979. MR 0544670