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Asymptotic expansions for the distribution of quadratic forms in normal variables - MaRDI portal

Asymptotic expansions for the distribution of quadratic forms in normal variables (Q1122254)

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scientific article; zbMATH DE number 4106035
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Asymptotic expansions for the distribution of quadratic forms in normal variables
scientific article; zbMATH DE number 4106035

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    Asymptotic expansions for the distribution of quadratic forms in normal variables (English)
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    1988
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    asymptotic normality
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    Higher order asymptotic expansions
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    distribution of quadratic forms in normal variables
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    Cornish-Fisher inverse expansions
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    percentiles
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    normalizing transformation
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    rate of convergence
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