Asymptotic expansions for large deviation probabilities of noncentral generalized chi-square distributions

DOI10.1006/jmva.2000.1899zbMath0976.60037OpenAlexW2079587349MaRDI QIDQ1840777

J. Schumacher, Wolf-Dieter Richter

Publication date: 10 December 2001

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2000.1899

zbMATH Keywords

asymptotic expansionslarge deviationschi-square distributiongeometric representationoscillatorsWatson's lemmanoncentral distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Large deviations (60F10) Multidimensional problems (41A63) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (8)

The Kotz type ratio distribution ⋮ Exact tests and confidence regions in nonlinear regression ⋮ Exact probabilities of correct classifications for uncorrelated repeated measurements from elliptically contoured distributions. ⋮ Probabilities and Large Quantiles of Noncentral Generalized Chi-Square Distributions ⋮ The Kotz-type distribution with applications ⋮ Continuous \(l_{n,p}\)-symmetric distributions ⋮ Increasing the replicability for linear models via adaptive significance levels ⋮ Two-dimensional asymptotic expansions for large deviations of spherically distributed random vectors if the dominating point degenerates asymptotically

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• Tail Probability Approximations
• Probabilities and Large Quantiles of Noncentral Generalized Chi-Square Distributions
• Quadratic forms in spherical random variables: Generalized noncentral x2 distribution

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