On approximating the distribution of indefinite quadratic forms
From MaRDI portal
Recommendations
- On approximating the distribution of indefinite quadratic expressions in singular normal vectors
- Approximating the distribution of singular quadratic expressions and their ratios
- An accurate approximation to the distribution of a linear combination of non-central chi-square random variables
- On Approximating the Distribution of the Durbin-Watson Statistic from its Moments Obtained Recursively
- On approximating the distribution of quadratic forms in uniform and beta order statistics
Cites work
- Computing the distribution of quadratic forms in normal variables
- Distribution of a Definite Quadratic Form for Non-Central Normal Variates
- Distribution of Definite and of Indefinite Quadratic Forms from a Non- Central Normal Distribution
- Distribution of Quadratic Forms and Ratios of Quadratic Forms
- Distribution of Quadratic Forms in Normal Random Variables—Evaluation by Numerical Integration
- Distribution of the Residual Cross-Correlation in Univariate ARMA Time Series Models
- scientific article; zbMATH DE number 3160457 (Why is no real title available?)
- scientific article; zbMATH DE number 54139 (Why is no real title available?)
- scientific article; zbMATH DE number 3593922 (Why is no real title available?)
- scientific article; zbMATH DE number 699423 (Why is no real title available?)
- Inversion Formulae for the Distribution of Ratios
- Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process
- Note on the Distribution of a Definite Quadratic Form
- Numerical inversion of a characteristic function
- On random variate generation when only moments of Fourier coefficients are known
- Probability Content of Regions Under Spherical Normal Distributions, I
- Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
- Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
- Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
- Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
Cited in
(17)- The numerical evaluation of the probability density function of a quadratic form in normal variables
- Asymptotic distribution of values of isotropic here quadratic forms at \(S\)-integral points
- Multi-fidelity Gaussian process regression for prediction of random fields
- Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables
- The density of a quadratic form in a vector uniformly distributed on the n-sphere
- Approximating the distribution of singular quadratic expressions and their ratios
- On approximating the distribution of indefinite quadratic expressions in singular normal vectors
- An approximation to the distribution of the ratio of two general quadratic forms with application
- On Approximating the Distribution of the Durbin-Watson Statistic from its Moments Obtained Recursively
- Approximating the distribution of the durbin-watson statistic
- scientific article; zbMATH DE number 4064247 (Why is no real title available?)
- Approximations to Joint Distributions of Definite Quadratic Forms
- IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES
- On approximating the distribution of quadratic forms in uniform and beta order statistics
- scientific article; zbMATH DE number 6163294 (Why is no real title available?)
- An accurate approximation to the distribution of a linear combination of non-central chi-square random variables
- Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods
This page was built for publication: On approximating the distribution of indefinite quadratic forms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5400801)
