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

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

Wolf-Dieter Richter, J. Schumacher

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 expansions; large deviations; chi-square distribution; geometric representation; oscillators; Watson's lemma; noncentral distribution

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62H30: Classification and discrimination; cluster analysis (statistical aspects)

41A60: Asymptotic approximations, asymptotic expansions (steepest descent, etc.)

60F10: Large deviations

41A63: Multidimensional problems

62E17: Approximations to statistical distributions (nonasymptotic)

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

Cites Work

• A geometric approach to an asymptotic expansion for large deviation probabilities of Gaussian random vectors
• Metric spaces and completely monontone functions
• A unified method for computing probabilities of misclassification when the covariance matricesare known
• 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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