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Wishart distributions in the multivariate Gauss-Markoff model with singular covariance matrix

Wiktor Oktaba; Andrzej Kieloch — 1993

Applications of Mathematics

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.

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