Tail probability of a noncentral indefinite gaussian quadratic form

DOI10.1080/03610919408813179zbMATH Open0825.62046OpenAlexW1984275328MaRDI QIDQ4844149FDOQ4844149

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Publication date: 20 August 1995

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919408813179

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zbMATH Keywords

quadratic formsasymptotic values

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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Cited In (3)

• Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors.
• Title not available (Why is that?)
• A tail inequality for quadratic forms of subgaussian random vectors

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