Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables (Q2002719): Difference between revisions

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Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables
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    Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables (English)
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    12 July 2019
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    small \(p\)-values
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    leading-eigenvalue approximation
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    accuracy
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    computational complexity
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