Tail probabilities of noncentral quadratic forms

DOI10.1214/aos/1176343199zbMath0346.60012OpenAlexW2051240045MaRDI QIDQ1233677

Rudolf Beran

Publication date: 1975

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343199

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Probability distributions: general theory (60E05)

Related Items

Relative efficiencies of goodness of fit procedures for assessing univariate normality, A modification of watson's statistic for goodness-of-fit, Extreme-strike asymptotics for general Gaussian stochastic volatility models, Computation of the expected Euler characteristic for the largest eigenvalue of a real non-central Wishart matrix, Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors., New tests of uniformity on the compact classical groups as diagnostics for weak-\(^{*}\) mixing of Markov chains, Relative efficiencies of goodness-of-fit procedures with truncated data, The volume-of-tube method for Gaussian random fields with inhomogeneous variance