The numerical evaluation of the probability density function of a quadratic form in normal variables
type: Item
instance of: scholarly article
title: The numerical evaluation of the probability density function of a quadratic form in normal variables
zbMATH Open document ID: 1157.62410
author: Zeng-Hua Lu
published in: Computational Statistics and Data Analysis
publication date: 2009-04-06T00:00:00Z
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 60E10
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5540541
zbMATH Keywords: characteristic function
zbMATH Keywords: chi-square variables
zbMATH Keywords: convolution
zbMATH Keywords: truncation error
zbMATH Keywords: Kullback-Leibler information measure
describes a project that uses: AS 155
MaRDI profile type: Publication
full work available at URL: j.csda.2005.12.013
OpenAlex ID: W1982782680
cites work: Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics
cites work: Q3960030
cites work: Numerical inversion of a characteristic function
cites work: Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
cites work: Note on the inversion theorem
cites work: The density of a quadratic form in a vector uniformly distributed on the \(n\)-sphere
cites work: Computing the distribution of quadratic forms in normal variables
cites work: Q4839745
cites work: Q5631939
cites work: Miscellanea. Saddlepoint approximations for distributions of quadratic forms in normal variables
cites work: IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES
DOI: 10.1016/J.CSDA.2005.12.013
description: scientific article; zbMATH DE number 5540541