A note on computing the distribution of the norm of Hilbert space valued Gaussian random variables

DOI10.1016/0047-259X(80)90078-0zbMath0422.62020MaRDI QIDQ1133844

Georg Neuhaus

Publication date: 1980

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Cramer-von Mises statistics

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Point estimation (62F10) Inner product spaces and their generalizations, Hilbert spaces (46C99)

Related Items (1)

Testing equality between several populations covariance operators

Cites Work

• Asymptotic power properties of the Cramer-von Mises test under contiguous alternatives
• Computation of Distribution Functions of Quadratic Forms of Normally Distributed Random Variables
• Computing the distribution of quadratic forms in normal variables
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