Probabilities and Large Quantiles of Noncentral Generalized Chi-Square Distributions

DOI10.1080/02331880008802705zbMath0977.62013OpenAlexW2039701335MaRDI QIDQ4949638

Wolf-Dieter Richter, D. Krause, Carina Ittrich

Publication date: 24 January 2002

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880008802705

zbMATH Keywords

sensitivityrobustnessasymptotic expansionselliptically contoured distributionspower functionsexact quantileslarge quantilesgeometric representation formulaelarge deviation quantile approximationmodel correctnessnoncentral generalized chi-square distributionsspherical samples

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Approximations to statistical distributions (nonasymptotic) (62E17) Statistical tables (62Q05)

Related Items (9)

Exact inference on scaling parameters in norm and antinorm contoured sample distributions ⋮ Convex and radially concave contoured distributions ⋮ Exact tests and confidence regions in nonlinear regression ⋮ Modelling extremal data ⋮ Geometric aspects of robust testing for normality and sphericity ⋮ Exact probabilities of correct classifications for uncorrelated repeated measurements from elliptically contoured distributions. ⋮ On \((p_{1},\dots,p_{k})\)-spherical distributions ⋮ Continuous \(l_{n,p}\)-symmetric distributions ⋮ Asymptotic expansions for large deviation probabilities of noncentral generalized chi-square distributions

Uses Software

• AS 231

Cites Work

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• Special cases of second order Wiener germ approximations
• Asymptotic expansions for large deviation probabilities of noncentral generalized chi-square distributions
• Metric spaces and completely monontone functions
• On the non-central chi-square distribution
• Algorithm AS 231: The Distribution of a Noncentral Χ 2 Variable with Nonnegative Degrees of Freedom
• Statistical Analysis of Spherical Data
• Saddle point approximation for the distribution of the sum of independent random variables
• On the Computation of Non-Central Chi-Square Distribution Function
• Self-Validating Computations of Probabilities for Selected Central and Noncentral Univariate Probability Functions
• Approximations to the non-central chi-square distribution

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