Expansions for the multivariate chi-square distribution

DOI10.1016/0047-259X(91)90041-YzbMath0738.62060MaRDI QIDQ1175667

T. Royen

Publication date: 25 June 1992

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

zbMATH Keywords

orthogonal seriesgeneralized Laguerre polynomialsmultivariate gamma distributionmultivariate chi-square distributionabsolutely convergent representationsaccompanying correlation matrixmultivariate Rayleigh distributionsingular correlation matricesthird order Bonferroni inequalitiesthree-variate caseunbounded rectangular regionsunivariate chi-square distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Characteristic functions; other transforms (60E10)

Related Items

On some multivariate gamma distributions connected with spanning trees ⋮ Bivariate generalized gamma distributions of Kibble's type ⋮ Multivariate quadratic forms of random vectors ⋮ Lifetime dependence modelling using a truncated multivariate gamma distribution ⋮ Multivariate gamma distributions with one-factorial accompanying correlation matrices and applications to the distribution of the multivariate range ⋮ Integral representations and approximations for multivariate gamma distributions ⋮ A multivariate Tweedie lifetime model: censoring and truncation ⋮ A trivariate chi-squared distribution derived from the complex Wishart distribution ⋮ Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling'sT²Statistics Under Non Normality ⋮ Diagonal distribution of a complex non-central Wishart matrix: A new trivariate non-central chi-squared density ⋮ Multiple comparisons of several homoscedastic multivariate populations ⋮ Computing and approximating multivariate chi-square probabilities ⋮ A survey on multivariate chi-square distributions and their applications in testing multiple hypotheses ⋮ Asymptotic expaxsioxs for the joint distribution of cirrelated hotellings t²statlstics under normality

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Characterization of infinitely divisible multivariate gamma distributions
• The use of the tetrachoric series for evaluating multivariate normal probabilities
• Multivariate gamma distributions with one-factorial accompanying correlation matrices and applications to the distribution of the multivariate range
• an approximation for multivariate normal probabilities of rectangular regions
• Generalized Rayleigh processes
• A NEW EXPANSION FOR THE MULTIVARIATE NORMAL DISTRIBUTION1
• Multiple Comparisons of Polynomial Distributions
• Bonferroni bounds revisited
• Remarks on a Multivariate Gamma Distribution
• On multiple normal probabilities of rectangles
• Correlations and Canonical Forms of Bivariate Distributions
• Properties of Generalized Rayleigh Distributions
• A Multivariate Gamma-Type Distribution