Displaying similar documents to “A generalization of Wishart density for the case when the inverse of the covariance matrix is a band matrix”

Densities of determinant ratios, their moments and some simultaneous confidence intervals in the multivariate Gauss-Markoff model

Wiktor Oktaba (1995)

Applications of Mathematics

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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 determinant ratios as products of independent chi-square distributions, 2 moments for the determinants and 3 the method of obtaining approximate densities of the determinants.