Tail areas of linear combinations of chi-squares and non-central chi-squares

DOI10.1080/00949659308811484zbMath0925.62062OpenAlexW2133551452MaRDI QIDQ4851430

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Publication date: 8 November 1999

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659308811484

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17) Probabilistic methods, stochastic differential equations (65C99)

Related Items (7)

Testing predictor contributions in sufficient dimension reduction. ⋮ Assessing Corrections to the Weighted Chi-Squared Test for Dimension ⋮ Determining the dimension of iterative Hessian transformation ⋮ On Goodness of Fit for Operational Risk ⋮ Tests of multinormality based on location vectors and scatter matrices ⋮ Sliced inverse regression for multivariate response regression ⋮ Sliced Average Variance Estimation for Censored Data

Cites Work

• Saddle point approximation for the distribution of the sum of independent random variables
• Distribution of a Sum of Weighted Chi-Square Variables
• Evaluation of Some Cumulative Distribution Functions by Numerical Quadrature
• A Gaussian Approximation to the Distribution of a Definite Quadratic Fo

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