Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables

Probabilistic methods, stochastic differential equations (65C99) Software, source code, etc. for problems pertaining to statistics (62-04) Statistical distribution theory (62E99)

Cited In (only showing first 100 items - show all)

Testing a null variance ratio in mixed models with zero degrees of freedom for error
Hypothesis testing for Markovian models with random time observations
Testing error heterogeneity in censored linear regression
Testing hypotheses in mixed linear models
Testing for ar(1) against ima(1,1) disturbances in the linear regression model
An F Approximation to the Distribution of a Linear Combination of Chi-squared Variables.
Mean and variance of the LQG cost function
Asymptotic properties of anoya bayes factors
Using \(P\)-splines to test the linearity of partially linear models
The numerical evaluation of the probability density function of a quadratic form in normal variables
Data-adaptive multi-locus association testing in subjects with arbitrary genealogical relationships
Nonnested testing for autocorrelation in the linear regression model
Simple correspondence analysis using adjusted residuals
Sampling error distribution for the ensemble Kalman filter update step
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process
Quantile dispersion graphs for the comparison of designs for a random two-away model.
Ridge rerandomization: an experimental design strategy in the presence of covariate collinearity
Testing composite hypothesis based on the density power divergence
Exact tests in unbalanced mixed analysis of variance
Multiple phenotype association tests using summary statistics in genome-wide association studies
A point optimal test for autoregressive disturbances
Exact distributions of intraclass correlation and Cronbach's alpha with Gaussian data and general covariance
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
Testing the equality of several binomial proportions to a prespecified standard
Comparing equal-tail probability and unbiased confidence intervals for the intraclass correlation coefficient
SPECTRAL MAXIMUM LIKELIHOOD ESTIMATION OF A SIGNAL-TO-NOISE RATIO LYING IN THE VICINITY OF ZERO
A test for improved multi-step forecasting
On the exact distribution of the likelihood ratio test statistic for testing the homogeneity of the scale parameters of several inverse Gaussian distributions
Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models
Evaluation of asset pricing models using two-pass cross-sectional regressions
Multivariate nonparametric test of independence
Lack-of-fit tests for generalized linear models via splines
Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing
Testing for autoregressive against moving average errors in the linear regression model
Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression
A comparison of efficient approximations for a weighted sum of chi-squared random variables
Simulating mixtures of multivariate data with fixed cluster overlap in FSDA library
On locally optimal invariant unbiased tests for the variance components ratio in mixed linear models
On the linear combination of normal and Laplace random variables
A multivariate empirical characteristic function test of independence with normal marginals
Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form
On the trace of a wishart
Preliminary-test estimation of the scale parameter in a mis-specified regression model
Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
Second-order reliability method-based inverse reliability analysis using Hessian update for accurate and efficient reliability-based design optimization
Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications
Modeling and testing for joint association using a genetic random field model
Rotation invariant tests for discrete uniformity against peak shaped alternatives
AS 155
A Geometric Perspective on the Power of Principal Component Association Tests in Multiple Phenotype Studies
The locally unbiased two-sided Durbin-Watson test
On the linear combination of Laplace random variables
The Fourier-series method for inverting transforms of probability distributions
IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES
Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss
Optimal testing for equicorrelated linear regression models
Probabilistic-statistical programs from ``Applied Statistics
Sum, product and ratio of Pareto and gamma variables
Graphical technique for comparing designs for random models
Practical Methods for Bounding Type I Error Rate with an Internal Pilot Design
The exact distribution of the maximum likelihood estimators for the linear regression negative exponential model
On the linear combination of exponential and gamma random variables
Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics
Error rates in quadratic discrimination with constraints on the covariance matrices
A new variance component score test for testing distributed lag functions with applications in time series analysis
A Test for the Equality of Parameters for Separate Regression Models in the Presence of Heteroskedasticity
On the asymptotic power of the two-sided Kolmogorov-Smirnov test
The power of the Durbin-Watson test when the errors are heteroscedastic
The non-optimality of interval restricted and pre-test estimators under squared error loss
A new chi-square approximation to the distribution of non-negative definite quadratic forms in non-central normal variables
Extending multivariate distance matrix regression with an effect size measure and the asymptotic null distribution of the test statistic
Set-based tests for genetic association in longitudinal studies
On the linear combination, product and ratio of normal and Laplace random variables
On netman-type smooth tests of fit
A note on smoothing parameter selection for penalized spline smoothing
Exact distribution of the linear combination ofpGumbel random variables
Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods
On Simulating Skewed and Cluster-Weighted Data for Studying Performance of Clustering Algorithms
Controlling test size while gaining the benefits of an internal pilot design
Statistical properties of \(b\)-adic diaphonies
Large deviations of time-averaged statistics for Gaussian processes
On the distribution of extended CIR model
On the Linear Combination of Laplace and Logistic Random Variables
General linear hypothesis testing in functional response model
An exact invariant variance ratio test.
HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION
A Minimax Optimal Ridge-Type Set Test for Global Hypothesis With Applications in Whole Genome Sequencing Association Studies
Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models
Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function
Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach
Logarithmic Lambert \(W \times \mathcal{F}\) random variables for the family of chi-squared distributions and their applications
Network-based semisupervised clustering
Probabilistic multidimensional scaling: An anisotropic model for distance judgments
Joint analysis of SNP and gene expression data in genetic association studies of complex diseases
Asymptotic expansions for the distribution of quadratic forms in normal variables
Higher order generalisation of first order autoregressive tests
Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model
On the distribution of the sample autocorrelation coefficients
Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables

Uses Software

ALGOL 60

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