AS 256

MaRDI QIDQ26072swMATHFDO

Official website http://www.jstor.org/stable/2347778?origin=crossref&seq=1#page_scan_tab_contents

Described by source

• Algorithm AS 256: The Distribution of a Quadratic Form in Normal Variables

Cited in

(16)

• Time series clustering and classification by the autoregressive metric
• Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics
• The locally unbiased two-sided Durbin-Watson test
• Asymptotic properties of the spectral test, diaphony, and related quantities
• scientific article; zbMATH DE number 5884807 (Why is no real title available?)
• The econometrics of mean‐variance efficiency tests: a survey
• scientific article; zbMATH DE number 3974249 (Why is no real title available?)
• AS 155
• AS 204
• AS 106
• Exact distribution of the F-statistic under heteroskedasticity of unknown form for improved inference
• Connectivity inference between neural structures via partial directed coherence
• Approximate inference in heteroskedastic regressions: a numerical evaluation
• Underidentification?
• Computing moments of ratios of quadratic forms in normal variables
• Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods

This page was built for software: AS 256