A Fast and Accurate Approximation to the Distributions of Quadratic Forms of Gaussian Variables

DOI10.1080/10618600.2021.2000423OpenAlexW3212890763MaRDI QIDQ5083380

Judong Shen, Hong Zhang, Zheyang Wu

Publication date: 22 June 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.00905

zbMATH Keywords

kurtosisgamma distributionchi-squareGaussian quadratic formsmoment-matching methodmixture of type I error

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• CRAN
• AS 155
• Qapprox

Cites Work

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• Recent developments on the moment problem
• A comparison of efficient approximations for a weighted sum of chi-squared random variables
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• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• Semiparametric Regression of Multidimensional Genetic Pathway Data: Least‐Squares Kernel Machines and Linear Mixed Models
• Computing the distribution of quadratic forms in normal variables
• THE SIGNIFICANCE OF THE DIFFERENCE BETWEEN TWO MEANS WHEN THE POPULATION VARIANCES ARE UNEQUAL

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