Wishart distributions in the multivariate Gauss-Markoff model with singular covariance matrix
Wiktor Oktaba, Andrzej Kieloch · Applications of Mathematics · 1993
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.