Probabilities and Large Quantiles of Noncentral Generalized Chi-Square Distributions

DOI10.1080/02331880008802705zbMath0977.62013OpenAlexW2039701335MaRDI QIDQ4949638

Wolf-Dieter Richter, D. Krause, Carina Ittrich

Publication date: 24 January 2002

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880008802705

zbMATH Keywords

sensitivityrobustnessasymptotic expansionselliptically contoured distributionspower functionsexact quantileslarge quantilesgeometric representation formulaelarge deviation quantile approximationmodel correctnessnoncentral generalized chi-square distributionsspherical samples

Mathematics Subject Classification ID

Related Items (9)

Exact inference on scaling parameters in norm and antinorm contoured sample distributions ⋮ Convex and radially concave contoured distributions ⋮ Exact tests and confidence regions in nonlinear regression ⋮ Modelling extremal data ⋮ Geometric aspects of robust testing for normality and sphericity ⋮ Exact probabilities of correct classifications for uncorrelated repeated measurements from elliptically contoured distributions. ⋮ On \((p_{1},\dots,p_{k})\)-spherical distributions ⋮ Continuous \(l_{n,p}\)-symmetric distributions ⋮ Asymptotic expansions for large deviation probabilities of noncentral generalized chi-square distributions

Uses Software

• AS 231

Cites Work

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• Special cases of second order Wiener germ approximations
• Asymptotic expansions for large deviation probabilities of noncentral generalized chi-square distributions
• Metric spaces and completely monontone functions
• On the non-central chi-square distribution
• Algorithm AS 231: The Distribution of a Noncentral Χ 2 Variable with Nonnegative Degrees of Freedom
• Statistical Analysis of Spherical Data
• Saddle point approximation for the distribution of the sum of independent random variables
• On the Computation of Non-Central Chi-Square Distribution Function
• Self-Validating Computations of Probabilities for Selected Central and Noncentral Univariate Probability Functions
• Approximations to the non-central chi-square distribution

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