Asymptotic expansions for the distribution of quadratic forms in normal variables

DOI10.1007/BF00052345MaRDI QIDQ1122254zbMATH OpenOpenAlexFDO

Authors Sadanori Konishi, Naoto Niki, Arjun K. Gupta

Publication date 1988

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00052345

zbMATH Keywords

asymptotic normalityCornish-Fisher inverse expansionsdistribution of quadratic forms in normal variablesHigher order asymptotic expansionsnormalizing transformationpercentilesrate of convergence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10)

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Cites work

• A Differential Equation Approach to Linear Combinations of Independent Chi-Squares
• A Gaussian Approximation to the Distribution of a Definite Quadratic Fo
• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• Asymptotic Distributions of the Determinants of Some Random Matrices
• Computing the distribution of quadratic forms in normal variables
• Distribution of a Sum of Weighted Chi-Square Variables
• Effects of transformations in higher order asymptotic expansions
• Gammaization and wishartness of dependent quadratic forms
• Generalized Asymptotic Expansions of Cornish-Fisher Type
• Higher order asymptotic expansions for the distribution of the sample correlation coefficient
• scientific article; zbMATH DE number 3549968 (Why is no real title available?)
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• scientific article; zbMATH DE number 3051453 (Why is no real title available?)
• Linear Combinations of Non-Central Chi-Square Variates
• Normalizing and variance stabilizing transformations for intraclass correlations
• Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
• Normalizing transformations of some statistics in multivariate analysis
• Numerical inversion of a characteristic function
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• On the distribution of a quadratic form in a multivariate normal sample

Cited in

(14)

• Testing the equality of several intraclass correlation coefficients
• An application of Lévy's inversion formula for higher order asymptotic expansion
• Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
• Asymptotic normality of quadratic forms with random vectors of increasing dimension
• On some tests of the covariance matrix under general conditions
• scientific article; zbMATH DE number 5161850 (Why is no real title available?)
• Asymptotic distributions for quadratic forms with applications to censored data tests of fit
• scientific article; zbMATH DE number 3909412 (Why is no real title available?)
• scientific article; zbMATH DE number 3909440 (Why is no real title available?)
• scientific article; zbMATH DE number 3940583 (Why is no real title available?)
• scientific article; zbMATH DE number 147176 (Why is no real title available?)
• Approximations to Joint Distributions of Definite Quadratic Forms
• On the LBI criterion for the multivariate one-way random effects model under non-normality
• Generalized flutter reliability analysis with adjoint and direct approaches for aeroelastic eigen-pair derivatives computation

Describes a project that uses

Uses Software

• REDUCE
• AS 155

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