Berechnung der verteilungsfunktion quadratischer formen von normalverteilen zufallsgröben and deren anwendung in der statistik

DOI10.1080/02331888408801756MaRDI QIDQ3217430zbMATH OpenOpenAlexFDO

Authors

Publication date 1984

Published in Series Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888408801756

zbMATH Keywords

confidence areaidentificationinfinite quadratic formsmean function of Gaussian processesnumerical examplesquadratic equation of convolutionquadratic forms in normal random variables

Mathematics Subject Classification ID

Quadratic and bilinear forms, inner products (15A63) Exact distribution theory in statistics (62E15) Non-Markovian processes: estimation (62M09) Identification in stochastic control theory (93E12)

Recommendations

• scientific article; zbMATH DE number 3951680
• Erzeugung quadratischer Varietäten bei beliebiger Charakteristik
• On Estimating Distributions of Normalized Quadratic Forms of Normally Distributed Random Variables
• scientific article; zbMATH DE number 3926007
• scientific article; zbMATH DE number 3893484
• On the distribution of a quadratic form in normal variates
• Distribution of the Ratio of Quadratic Forms in Normal Variables—Numerical Methods

Cited in

(5)

• The characteristic function of the simultaneous distribution of two quadratic forms which is applied for calculation of the moments of the estimates of parameters of spline regression model
• scientific article; zbMATH DE number 3951680 (Why is no real title available?)
• The Distribution Function of Positive Definite Quadratic Forms in Normal Random Variables
• Distribution of quadratic forms in Gaussian process
• Probability Distribution Functions of the Sum of Squares of Random Variables in the Non-zero Mathematical Expectations

This page was built for publication: Berechnung der verteilungsfunktion quadratischer formen von normalverteilen zufallsgröben and deren anwendung in der statistik

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3217430)