On approximating the distribution of indefinite quadratic forms
From MaRDI portal
Publication:5400801
DOI10.1080/02331880902732123zbMath1291.62047OpenAlexW2006719682MaRDI QIDQ5400801
Serge B. Provost, Hyung-Tae Ha, Deepak Sanjel
Publication date: 12 March 2014
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331880902732123
Related Items (1)
Cites Work
- On random variate generation when only moments of Fourier coefficients are known
- Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
- Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process
- Probability Content of Regions Under Spherical Normal Distributions, I
- Distribution of a Definite Quadratic Form for Non-Central Normal Variates
- Distribution of the Residual Cross-Correlation in Univariate ARMA Time Series Models
- Distribution of Quadratic Forms in Normal Random Variables—Evaluation by Numerical Integration
- Computing the distribution of quadratic forms in normal variables
- Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
- Distribution of Definite and of Indefinite Quadratic Forms from a Non- Central Normal Distribution
- Numerical inversion of a characteristic function
- Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
- Inversion Formulae for the Distribution of Ratios
- Distribution of Quadratic Forms and Ratios of Quadratic Forms
- Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
- Note on the Distribution of a Definite Quadratic Form
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: On approximating the distribution of indefinite quadratic forms