Computation of Distribution Functions of Quadratic Forms of Normally Distributed Random Variables

DOI10.1137/1120085zbMath0364.60043OpenAlexW2073291977MaRDI QIDQ4139389

No author found.

Publication date: 1975

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1120085

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Software, source code, etc. for problems pertaining to probability theory (60-04)

Related Items (15)

On nonparametric tests for symmetry in \(R^ m\) ⋮ Subsampling quantile estimators and uniformity criteria ⋮ A Karhunen-Loève expansion for a mean-centered Brownian bridge ⋮ A quadraticity limit theorem useful in linear models ⋮ A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models ⋮ Testing change-points with linear trend ⋮ A note on computing the distribution of the norm of Hilbert space valued Gaussian random variables ⋮ Limit theorems for polylinear forms ⋮ On Cramér-von Mises type test based on local time of switching diffusion process ⋮ On modified Anderson-Darling test statistics with asymptotic properties ⋮ Karhunen-Loève expansions of \(\alpha\)-Wiener bridges ⋮ O-statistics and their applications ⋮ Weighted Multivariate Tests of Independence ⋮ A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables ⋮ Asymptotic expansions for bivariate von Mises functionals

This page was built for publication: Computation of Distribution Functions of Quadratic Forms of Normally Distributed Random Variables