Distribution of a Definite Quadratic Form for Non-Central Normal Variates
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Publication:3847355
Cited in
(10)- Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension
- On the distribution of a quadratic form in a multivariate normal sample
- The exact distribution of indefinite quadratic forms in noncentral normal vectors
- scientific article; zbMATH DE number 3366358 (Why is no real title available?)
- Tolerance regions for a multivariate normal population
- A probability approach to the study on uncertainty effects on gamma index evaluations in radiation therapy
- Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
- Distribution of a sum of weighted noncentral chi-square variables
- Valuation of volatility derivatives with time-varying volatility: an analytical probabilistic approach using a mixture distribution for pricing nonlinear payoff volatility derivatives in discrete observation case
- On approximating the distribution of indefinite quadratic forms
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