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A Fast and Accurate Approximation to the Distributions of Quadratic Forms of Gaussian Variables - MaRDI portal

A Fast and Accurate Approximation to the Distributions of Quadratic Forms of Gaussian Variables (Q5083380)

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scientific article; zbMATH DE number 7546479
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A Fast and Accurate Approximation to the Distributions of Quadratic Forms of Gaussian Variables
scientific article; zbMATH DE number 7546479

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    A Fast and Accurate Approximation to the Distributions of Quadratic Forms of Gaussian Variables (English)
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    22 June 2022
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    chi-square
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    gamma distribution
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    Gaussian quadratic forms
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    kurtosis
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    mixture of type I error
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    moment-matching method
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