Approximations to Joint Distributions of Definite Quadratic Forms

DOI10.2307/2290849MaRDI QIDQ4305718zbMATH OpenOpenAlexFDO

Authors H. Solomon, Donald R. Jensen

Publication date 15 September 1994

Full work available at URL https://doi.org/10.2307/2290849

zbMATH Keywords

Gaussian approximationsmultidimensional Wilson-Hilferty transformationsmultivariate chi- squared distributionsnormalizing transformationsquadratic formsRayleigh distributions

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Multivariate distribution of statistics (62H10)

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(7)

• Bounds on Mahalanobis norms and their applications
• A normality criterion for random vectors based on independence
• Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors.
• Internal multidimensional unfolding about a single-ideal -- a probabilistic solution
• Approximation of quadratic forms of independent random vectors by accompanying laws
• Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods
• Sharp estimates for the CDF of quadratic forms of MPE random vectors

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