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

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

MR Zbl
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.
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 
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
@article{10_21136_AM_1993_104534,
     author = {Oktaba, Wiktor and Kieloch, Andrzej},
     title = {Wishart distributions in the multivariate {Gauss-Markoff} model with singular covariance matrix},
     journal = {Applications of Mathematics},
     pages = {61--66},
     year = {1993},
     volume = {38},
     number = {1},
     doi = {10.21136/AM.1993.104534},
     mrnumber = {1202080},
     zbl = {0774.62050},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.1993.104534/}
}
TY  - JOUR
AU  - Oktaba, Wiktor
AU  - Kieloch, Andrzej
TI  - Wishart distributions in the multivariate Gauss-Markoff model with singular covariance matrix
JO  - Applications of Mathematics
PY  - 1993
SP  - 61
EP  - 66
VL  - 38
IS  - 1
UR  - http://geodesic.mathdoc.fr/articles/10.21136/AM.1993.104534/
DO  - 10.21136/AM.1993.104534
LA  - en
ID  - 10_21136_AM_1993_104534
ER  - 
%0 Journal Article
%A Oktaba, Wiktor
%A Kieloch, Andrzej
%T Wishart distributions in the multivariate Gauss-Markoff model with singular covariance matrix
%J Applications of Mathematics
%D 1993
%P 61-66
%V 38
%N 1
%U http://geodesic.mathdoc.fr/articles/10.21136/AM.1993.104534/
%R 10.21136/AM.1993.104534
%G en
%F 10_21136_AM_1993_104534

[1] Mardia K. V., Kent J. T., Bibby J. M.: Multivariate Analysis. Academic Press, London, 1979. | MR | Zbl

[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.)

[3] Rao C. R.: Linear Statistical Inference and Its Applications. sec. ed., J. Wiley, New York, 1973. | MR | Zbl

[4] Rao C. R., Mitra S. K.: Generalized Inverse of Matrices and its Applications. J. Wiley, New York, 1971. | MR | Zbl

[5] Roy S. N.: Some aspects of multivariate analysis. Indian Statistical Institute, New York, Calcutta, 1957. | MR

[6] Seber G. А. F.: Multivariate Observations. J. Wiley, New York, 1984. | MR | Zbl

[7] Srivastava M. S., Khatri C. G.: An Introduction to Multivariate Statistics. Elsevier North Holland, Inc., New York, 1979. | MR | Zbl

Cité par Sources :