Geodesic
Wishart distributions in the multivariate Gauss-Markoff model with singular covariance matrix
Applications of Mathematics, Tome 38 (1993) no. 1, pp. 61-66.

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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.
DOI : 10.21136/AM.1993.104534
Classification : 62H10, 65H15
Keywords: inultivariate general linear Gauss-Markoff model; Wishart distribution; multinormal distribution; set of linear estimable parametric functions; quadratic form; singular covariance matrix 
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     title = {Wishart distributions in the multivariate {Gauss-Markoff} model with singular covariance matrix},
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Oktaba, Wiktor; Kieloch, Andrzej. Wishart distributions in the multivariate Gauss-Markoff model with singular covariance matrix. Applications of Mathematics, Tome 38 (1993) no. 1, pp. 61-66. doi : 10.21136/AM.1993.104534. http://geodesic.mathdoc.fr/articles/10.21136/AM.1993.104534/

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