Some Bounds on the Distribution of Certain Quadratic Forms in Normal Random Variables

DOI10.1111/1467-842X.00008zbMath0924.62052MaRDI QIDQ4247985

Peter J. Smith, Hongsheng Gao

Publication date: 9 November 1999

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

quadratic formsbounds

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inequalities; stochastic orderings (60E15)

Related Items (2)

Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. ⋮ Sharp estimates for the CDF of quadratic forms of MPE random vectors

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