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Densities of determinant ratios, their moments and some simultaneous confidence intervals in the multivariate Gauss-Markoff model
Applications of Mathematics, Tome 40 (1995) no. 1, pp. 47-54

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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.
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.
DOI : 10.21136/AM.1995.134277
Classification : 62H10, 62J05, 62J99
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 
Oktaba, Wiktor. Densities of determinant ratios, their moments and some simultaneous confidence intervals in the multivariate Gauss-Markoff model. Applications of Mathematics, Tome 40 (1995) no. 1, pp. 47-54. doi: 10.21136/AM.1995.134277
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