Seventy years of Professor Vlastimil Pták (Biography and interview)
Zdeněk Vavřín (1996)
Czechoslovak Mathematical Journal
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Displaying similar documents to “On variance of the two-stage estimator in variance-covariance components model”
Seventy years of Professor Vlastimil Pták (Biography and interview)
Wishart distributions in the multivariate Gauss-Markoff model with singular covariance matrix
Wiktor Oktaba, Andrzej Kieloch (1993)
Applications of Mathematics
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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.
On the equivalence of variational problems. III
Jan Chrastina (1994)
Czechoslovak Mathematical Journal
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