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

Abstract

Summary. The fo l lowing three г e s u l t s for the g ene гal multivariate Ga u ss- M a r k o ff model with a s in g u la r covaгiance ma tri x aг e given or indicated. 1° deteгminant гa tio s as products o f independent chi-square distributions, 2° moments for the deteгminants and 3° the method o f obtaining appгoximate densities o f the deteгminants. s in g u la r covariance ma t г i x, set o f l ine aг parametric functions, moment o f determinant ratio, approximate simultaneous confidence interval