Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables (Q2002719)
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scientific article; zbMATH DE number 7080187
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables |
scientific article; zbMATH DE number 7080187 |
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Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables (English)
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12 July 2019
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small \(p\)-values
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leading-eigenvalue approximation
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accuracy
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computational complexity
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