Linear Combinations of Non-Central Chi-Square Variates

Cited in

(19)

The distribution of a truncated linear difference between independent chi-square variates
Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms
Asymptotic expansions for the distribution of quadratic forms in normal variables
Determination of the size of a balanced experiment in mixed ANOVA models using the modified approximate F-test
The affine LIBOR models
Use of variants of seismic signal approximations by proposed sets of functions for statistical structural analysis
Toward a tight upper bound for the error probability of the binary Gaussian classification problem
Quadratic forms in skew normal variates
On the existence of moments of partially restricted reduced form coefficients
On approximating a linear combination of central wishart matrices with positive coefficients
On a multiple observations model in discriminant analysis
Misclassification probabilities for quadratic discriminant function
On a classification rule for multiple measurements
A novel trace test for the mean parameters in a multivariate growth curve model
On the robustness of a divergence based test of simple statistical hypotheses
Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
Discrimination of AR, MA and ARMA time series models
A table of some percentage points of the distribution of a difference between independent chi-square variables
Multivariate distributions: inequalities and limit theorems

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