Asymptotic expansions for the distribution of quadratic forms in normal variables

DOI10.1007/BF00052345zbMath0675.62014OpenAlexW1985235181MaRDI QIDQ1122254

Naoto Niki, Sadanori Konishi, Arjun K. Gupta

Publication date: 1988

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00052345

zbMATH Keywords

percentilesrate of convergenceasymptotic normalitynormalizing transformationCornish-Fisher inverse expansionsdistribution of quadratic forms in normal variablesHigher order asymptotic expansions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items (4)

Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference ⋮ Testing the equality of several intraclass correlation coefficients ⋮ On some tests of the covariance matrix under general conditions ⋮ On the LBI criterion for the multivariate one-way random effects model under non-normality

Uses Software

• REDUCE
• AS 155

Cites Work

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• Normalizing and variance stabilizing transformations for intraclass correlations
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• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• Normalizing transformations of some statistics in multivariate analysis
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• A Differential Equation Approach to Linear Combinations of Independent Chi-Squares
• Distribution of a Sum of Weighted Chi-Square Variables
• Gammaization and wishartness of dependent quadratic forms
• Computing the distribution of quadratic forms in normal variables
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• Linear Combinations of Non-Central Chi-Square Variates
• Generalized Asymptotic Expansions of Cornish-Fisher Type
• A Gaussian Approximation to the Distribution of a Definite Quadratic Fo
• Numerical inversion of a characteristic function

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