1998
DOI: 10.1023/a:1023215001376
|View full text |Cite
|
Sign up to set email alerts
|

Characterization of the multivariate Gauss-Markoff model with singular covariance matrix and missing values

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1

Citation Types

0
1
0

Year Published

2003
2003
2017
2017

Publication Types

Select...
3

Relationship

1
2

Authors

Journals

citations
Cited by 3 publications
(1 citation statement)
references
References 13 publications
0
1
0
Order By: Relevance
“…It is sufficient to apply Oktaba (1990) Theorem 2.1 to the Wishart distribution of S H and S e , which has been proved by Oktaba & Kieloch (1993), and to note that in the MGM-IB model the matrix θ of m = t + b + 1 parameters (t treatments, b blocks and 1 mean) in an incomplete block design with p variates of order m × p is partitioned into four submatrices as in (4). Remark 4.2.…”
Section: Hypothesis Testing On the Mgm-ib Modelmentioning
confidence: 99%
“…It is sufficient to apply Oktaba (1990) Theorem 2.1 to the Wishart distribution of S H and S e , which has been proved by Oktaba & Kieloch (1993), and to note that in the MGM-IB model the matrix θ of m = t + b + 1 parameters (t treatments, b blocks and 1 mean) in an incomplete block design with p variates of order m × p is partitioned into four submatrices as in (4). Remark 4.2.…”
Section: Hypothesis Testing On the Mgm-ib Modelmentioning
confidence: 99%